Bayesian learning for neural networks: an algorithmic survey

M Magris, A Iosifidis - Artificial Intelligence Review, 2023‏ - Springer
The last decade witnessed a growing interest in Bayesian learning. Yet, the technicality of
the topic and the multitude of ingredients involved therein, besides the complexity of turning …

Deeplob: Deep convolutional neural networks for limit order books

Z Zhang, S Zohren, S Roberts - IEEE Transactions on Signal …, 2019‏ - ieeexplore.ieee.org
We develop a large-scale deep learning model to predict price movements from limit order
book (LOB) data of cash equities. The architecture utilizes convolutional filters to capture the …

Fighting money laundering with statistics and machine learning

RIT Jensen, A Iosifidis - Ieee Access, 2023‏ - ieeexplore.ieee.org
Money laundering is a profound global problem. Nonetheless, there is little scientific
literature on statistical and machine learning methods for anti-money laundering. In this …

Deep adaptive input normalization for time series forecasting

N Passalis, A Tefas, J Kanniainen… - IEEE transactions on …, 2019‏ - ieeexplore.ieee.org
Deep learning (DL) models can be used to tackle time series analysis tasks with great
success. However, the performance of DL models can degenerate rapidly if the data are not …

Evolutionary deep learning-based energy consumption prediction for buildings

A Almalaq, JJ Zhang - ieee access, 2018‏ - ieeexplore.ieee.org
Today's energy resources are closer to consumers due to sustainable energy and advanced
technology. To that end, ensuring a precise prediction of energy consumption at the …

Deep reinforcement learning for financial trading using price trailing

KS Zarkias, N Passalis, A Tsantekidis… - ICASSP 2019-2019 …, 2019‏ - ieeexplore.ieee.org
Develo** accurate financial analysis tools can be useful both for speculative trading, as
well as for analyzing the behavior of markets and promptly responding to unstable …

Robust architecture-agnostic and noise resilient training of photonic deep learning models

M Kirtas, N Passalis… - … on Emerging Topics …, 2022‏ - ieeexplore.ieee.org
Neuromorphic photonic accelerators for Deep Learning (DL) have increasingly gained
attention over the recent years due to their ability for ultra fast matrix-based calculations and …

Price change prediction of ultra high frequency financial data based on temporal convolutional network

W Dai, Y An, W Long - Procedia Computer Science, 2022‏ - Elsevier
Through in-depth analysis of Ultra high frequency (UHF) stock price change data, more
reasonable discrete dynamic distribution models are proposed in this paper. Firstly, we …

Exploiting intra-day patterns for market shock prediction: A machine learning approach

J Sun, K **ao, C Liu, W Zhou, H **ong - Expert Systems with Applications, 2019‏ - Elsevier
Discovering hidden patterns under unexpected market shocks is a significant and
challenging problem, which continually attracts attention from research communities of …

Predicting high-frequency stock movement with differential transformer neural network

S Lai, M Wang, S Zhao, GR Arce - Electronics, 2023‏ - mdpi.com
Predicting stock prices has long been the holy grail for providing guidance to investors.
Extracting effective information from Limit Order Books (LOBs) is a key point in high …