Tensor representation in high-frequency financial data for price change prediction

Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis. Tensor representation in high-frequency financial data for price change prediction. In 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017, Honolulu, HI, USA, November 27 - Dec. 1, 2017. pages 1-7, IEEE, 2017. [doi]

Authors

Dat Thanh Tran

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Martin Magris

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Juho Kanniainen

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Moncef Gabbouj

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Alexandros Iosifidis

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