MAGRIS, MARTIN
MAGRIS, MARTIN
Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche
Settore SECS-P/05 - Econometria
Ricercatori a tempo determinato
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
2023-01-01 Magris, M.; Shabani, M.; Iosifidis, A.
Bayesian learning for neural networks: an algorithmic survey
2023-01-01 Magris, M.; Iosifidis, A.
Benchmark dataset for mid-price forecasting of limit order book data with machine learning methods
2018-01-01 Ntakaris, A.; Magris, M.; Kanniainen, J.; Gabbouj, M.; Iosifidis, A.
Long-range auto-correlations in limit order book markets: Inter-and cross-event analysis
2017-01-01 Magris, Martin; Kim, Jiyeong; Rasanen, Esa; Kanniainen, Juho
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction
2022-01-01 Shabani, M.; Tran, D. T.; Magris, M.; Kanniainen, J.; Iosifidis, A.
Predicting the state of synchronization of financial time series using cross recurrence plots
2023-01-01 Shabani, M.; Magris, M.; Tzagkarakis, G.; Kanniainen, J.; Iosifidis, A.
Tensor representation in high-frequency financial data for price change prediction
2017-01-01 Tran, Dat Thanh; Magris, Martin; Kanniainen, Juho; Gabbouj, Moncef; Iosifidis, Alexandros
Uncertainty Estimation in Deep Bayesian Survival Models
2023-01-01 Lillelund, C. M.; Magris, M.; Pedersen, C. F.
Variational Inference for GARCH-family Models
2023-01-01 Magris, M.; Iosifidis, A.