Paper: | BD-P2.6 |
Session: | Big Data Processing over Graphs |
Session Time: | Thursday, May 16, 13:00 - 15:00 |
Presentation Time: | Thursday, May 16, 13:00 - 15:00 |
Presentation: |
Poster
|
Topic: |
Signal Processing for Big Data: Learning and inference with big data |
Paper Title: |
DEEP TEMPORAL LOGISTIC BAG-OF-FEATURES FOR FORECASTING HIGH FREQUENCY LIMIT ORDER BOOK TIME SERIES |
Authors: |
Nikolaos Passalis; Aristotle University of Thessaloniki | | |
| Anastasios Tefas; Aristotle University of Thessaloniki | | |
| Juho Kanniainen; Tampere University of Technology | | |
| Moncef Gabbouj; Tampere University of Technology | | |
| Alexandros Iosifidis; Aarhus University | | |