Research output per year
Research output per year
- 22 results
Search results
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2023
Credit Card Fraud Detection with Subspace Learning-based One-Class Classification
Zaffar, Z., Sohrab, F., Kanniainen, J. & Gabbouj, M., 2023, 2023 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, p. 407-412 6 p. (IEEE Symposium on Computational Intelligence in Multi-Criteria Decision Making).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Open AccessFile5 Citations (Scopus)16 Downloads (Pure) -
Cryptocurrency Portfolio Optimization by Neural Networks: 2023 IEEE Symposium Series on Computational Intelligence (SSCI)
Nguyen, Q. M., Tran, D. T., Kanniainen, J., Iosifidis, A. & Gabbouj, M., 2023, 2023 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, p. 25-32 8 p. (IEEE Symposium on Computational Intelligence in Multi-Criteria Decision Making).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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2022
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction
Shabani, M., Tran, D. T., Magris, M., Kanniainen, J. & Iosifidis, A., 2022, 2022 30th European Signal Processing Conference (EUSIPCO). IEEE, p. 1487-1491 5 p. (European Signal Processing Conference).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Open Access7 Citations (Scopus) -
2021
Data normalization for bilinear structures in high-frequency financial time-series
Tran, D. T., Kanniainen, J., Gabbouj, M. & Iosifidis, A., 2021, Proceedings of ICPR 2020 - 25th International Conference on Pattern Recognition. IEEE, p. 7287-7292 6 p. 9412547. (Proceedings - International Conference on Pattern Recognition).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
9 Citations (Scopus) -
2020
Adaptive Normalization for Forecasting Limit Order Book Data Using Convolutional Neural Networks
Passalis, N., Tefas, A., Kanniainen, J., Gabbouj, M. & Iosifidis, A., 1 May 2020, 2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 - Proceedings. IEEE, p. 1713-1717 5 p. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; vol. 2020-May).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
5 Citations (Scopus) -
2019
Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series
Passalis, N., Tefas, A., Kanniainen, J., Gabbouj, M. & Iosifidis, A., 1 May 2019, 2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings. IEEE, p. 7545-7549 5 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
7 Citations (Scopus) -
2017
Forecasting stock prices from limit order book using convolutional neural networks
Tsantekidis, A., Passalis, N., Tefas, A., Kanniainen, J., Gabbouj, M. & Iosifidis, A., 2017, 19th IEEE International Conference on Business Informatics: Thessaloniki, Greece, 24-27 July 2017. IEEEResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
270 Citations (Scopus) -
Implied volatility smile dynamics in the presence of jumps
Magris, M., Bärholm, P. & Kanniainen, J., 2017, International Association for Applied Econometrics, 2017. 13 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Professional
Open Access -
Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis
Magris, M., Kim, J., Räsänen, E. & Kanniainen, J., 2017, 2017 IEEE Symposium Series on Computational Intelligence (SSCI): November 27 - December 1 2017, Hawaii, USA.. IEEE, p. 485-491 7 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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Tensor representation in high-frequency financial data for price change prediction
Thanh Tran, D., Magris, M., Kanniainen, J., Gabbouj, M. & Iosifidis, A., 2017, IEEE Symposium Series on Computational Intelligence (SSCI), 2017: Nov. 27-Dec. 1, 2017, Hawaii, USA. IEEE, 7 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
47 Citations (Scopus) -
Time-series classification using neural bag-of-features
Passalis, N., Tsantekidis, A., Tefas, A., Gabbouj, M., Kanniainen, J. & Iosifidis, A., 2017, 25th European Signal Processing Conference: EUSIPCO 2017, Kos islanf, Greece, 28 Aug.-2 Sept. 2017. European Association for Signal Processing EURASIPResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Open Access36 Citations (Scopus) -
Using deep learning to detect price change indications in financial markets
Tsantekidis, A., Passalis, N., Tefas, A., Kanniainen, J., Gabbouj, M. & Iosifidis, A., 2017, 25th European Signal Processing Conference: EUSIPCO 2017, Kos island, Greece, 28 Aug.-2 Sept. 2017. European Association for Signal Processing EURASIPResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Open Access117 Citations (Scopus) -
2014
Pricing Multiple Option Contracts with Monte-Carlo Methods GPU
Zhang, G., Kanniainen, J. & Ahonen, T., 2014, Proceedings of the High-level programming for heterogeneous and hierarchical parallel systems workshop, in conjunction with the 9th International conference on high-performance and embedded architectures and compilers, HiPEAC Conference, 20-22 January, 2014, Vienna, Austria. Ghent, Belgium: HiPEAC, p. 1-9 9 p. (International conference on high-performance and embedded architectures and compilers).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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2012
Estimating product and technology development performance and future options after project completion
Martinsuo, M., Suomala, P. & Kanniainen, J., 2012, 19th International Product Development Management Conference IPDMC, June 18-19, 2012, Manchester, UK. Brussels, Belgium: The European Institute for Advanced Studies in Management EIASM, p. 1-21 21 p. (International Product Development Management Conference).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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2011
Adoption Dynamics of Increasing-Return Technologies in Systemic Contexts
Mäkinen, S., Kanniainen, J. & Dedehayir, O., 2011, Proceedings of PICMET '11, Technology Managment in the Energy-Smart World, July 31 - August 4, 2011, Portland, USA. Kocaoglu, D., Anderson, T. & Daim, T. (eds.). Portland, OR: Portland International Center for Management of Engineering and Technology, p. 714-721 (PICMET Conference Technology Management in the Energy-Smart World).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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Adoption of Free Beta Products in Platform-based Business Ecosystems
Mäkinen, S., Kanniainen, J., Peltola, I. & Seppänen, M., 2011, Proceedings of the 5th European Conference on Management of Technology, EuroMOT2011, September 18-20, 2011, Tampere, Finland. Seppänen, M., Mäkinen, S., Ort, R. & Hosni, Y. (eds.). Tampere: European Conference on Management of Technology, p. 1-11 11 p. (European Conference on Management of Technology EuroMOT).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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An Empirical Study of the Adoption Dynamics of Beta Products in Co-creation
Mäkinen, S., Kanniainen, J. & Peltola, I., 2011, IEEE International Technology Management Conference, ITCM '11, June 27-30, 2011, California, USA. Piscataway, NJ: IEEE, p. 939-943 (IEEE International Technology Management Conference ITCM).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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Evaluating the Organizational Impact of Projects: Decision Makers' Value Perceptions Before and After Product Development Projects
Martinsuo, M., Suomala, P. & Kanniainen, J., 2011, IRNOP International Research Network on Organizing by Projects Conference, 19-22 June, 2011, Montreal, Canada. Montreal: IRNOP, p. 1-27 27 p. (International Research Network on Organizing by Projects Conference IRNOP).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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2009
The challenge of R&D project valuation: Capabilities in estimating financial impacts, intellectual capital and life cycles
Suomala, P., Kanniainen, J., Lönnqvist, A., Pekkola, S. & Ukko, J., 2009, 16th International Product Development Management Conference "Managing Dualities in the Innovation Journey", June 8-9, 2009, Twente, The Netherlands. p. 1-24 24 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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2007
Cause of stock return stochastic volatility: query by way of stochastic calculus
Kanniainen, J., 2007, Proceedings of the XIIth ASMDA 2007 International Conference on Applied Stochastic Models and Data Analysis, May 29-31 and June 1, 2007 Chania, Crete, Greece. Skiadas, C. H. (ed.). p. 8 pResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific
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Solving financial differential equations using differentiation matrices
Piche, R. & Kanniainen, J., 2007, Proceedings of WCE 2007, World Congress on Engineering, London, UK, 2-4 July, 2007. p. 1016-1022Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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2002
The Unused Capacity Trap
Kanniainen, J., Varila, M. & Paranko, J., 2002, Twelfth International Working Seminar on Production Economics, Pre-Prints Volume 3, February 18-22, 2002, Igls/Innsbruck, Austria. Austria, p. 229-240Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific