← authors · overview

• Tensor Representation in High-Frequency Financial Data for Price Change Prediction
  2017 · 40 citations
• Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction
  2022 · 12 citations
• Using Deep Learning for price prediction by exploiting stationary limit order book features
  2018 · 8 citations
• Data-driven Neural Architecture Learning For Financial Time-series Forecasting
  2019 · 8 citations
• Bilinear Input Normalization for Neural Networks in Financial Forecasting
  2021 · 2 citations
• Foundation Time-Series AI Model for Realized Volatility Forecasting
  2025
• Time-Series Foundation AI Model for Value-at-Risk Forecasting
  2024
• Temporal Attention augmented Bilinear Network for Financial Time-Series Data Analysis
  2017
• Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data
  2019
• Data Normalization for Bilinear Structures in High-Frequency Financial Time-series
  2020
• Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots
  2022
• Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting
  2023
• Forecasting Emergency Department Crowding with Advanced Machine Learning Models and Multivariable Input
  2023