Tampere University of Technology

TUTCRIS Research Portal

Adamantios Ntakaris

  1. 2019
  2. Published

    Mid-Price Movement Prediction in Limit Order Books Using Feature Engineering and Machine Learning

    Ntakaris, A., 25 Oct 2019, Tampere University. 80 p. (Tampere University Dissertations; vol. 146)

    Research output: Book/ReportDoctoral thesisCollection of Articles

  3. Published

    Feature Engineering for Mid-Price Prediction with Deep Learning

    Ntakaris, A., Mirone, G., Kanniainen, J., Gabbouj, M. & Iosifidis, A., 2019, In : IEEE Access. 7, p. 82390-82412 23 p.

    Research output: Contribution to journalArticleScientificpeer-review

  4. Published

    Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data

    Nousi, P., Tsantekidis, A., Passalis, N., Ntakaris, A., Kanniainen, J., Tefas, A., Gabbouj, M. & Iosifidis, A., 2019, In : IEEE Access. 7, p. 64722-64736

    Research output: Contribution to journalArticleScientificpeer-review

  5. 2018
  6. Published

    Benchmark dataset for mid‐price forecasting of limit order book data with machine learning methods

    Ntakaris, A., Magris, M., Kanniainen, J., Gabbouj, M. & Iosifidis, A., Dec 2018, In : JOURNAL OF FORECASTING. 37, 8, p. 852-866 15 p.

    Research output: Contribution to journalArticleScientificpeer-review

ID: 5095904