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Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction. / Shabani, Mostafa; Tran, Dat Thanh; Magris, Martin et al.
Publikation: Bidrag til bog/antologi/rapport/proceeding › Konferencebidrag i proceedings › Forskning › peer review
Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots. / Shabani, Mostafa; Magris, Martin; Tzagkarakis, George et al.
Publikation: Bidrag til bog/antologi/rapport/proceeding › Konferencebidrag i proceedings › Forskning
Approximate Bayes factors for unit root testing. / Magris, Martin; Iosifidis, Alexandros.
Publikation: Konferencebidrag › Paper › Forskning › peer review
A vine copula extension for the HAR model. / Magris, Martin.
Publikation: Working paper/Preprint › Working paper › Forskning › peer review
On the simulation of the Hawkes process via Lambert-W functions. / Magris, Martin.
Publikation: Working paper/Preprint › Working paper › Forskning
Option market (in)efficiency and implied volatility dynamics after return jumps. / Kanniainen, Juho; Magris, Martin.
Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning
Benchmark dataset for mid-price forecasting of limit order book data with machine learning methods. / Ntakaris, Adamantios; Magris, Martin; Kanniainen, Juho et al.
Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review
Tensor representation in high-frequency financial data for price change prediction. / Tran, Dat Thanh; Magris, Martin; Kanniainen, Juho et al.
Long-range auto-correlations in limit order book markets: Inter-and cross-event analysis. / Magris, Martin; Kim, Jiyeong; Räsänen, Esa et al.
Implied volatility smile dynamics in the presence of jumps. / Magris, Martin; Bärholm, P.; Kanniainen, Juho.
