{"id":"https://openalex.org/W4297035728","doi":"https://doi.org/10.1109/inista55318.2022.9894138","title":"Online Knowledge Distillation for Financial Timeseries Forecasting","display_name":"Online Knowledge Distillation for Financial Timeseries Forecasting","publication_year":2022,"publication_date":"2022-08-08","ids":{"openalex":"https://openalex.org/W4297035728","doi":"https://doi.org/10.1109/inista55318.2022.9894138"},"language":"en","primary_location":{"id":"doi:10.1109/inista55318.2022.9894138","is_oa":false,"landing_page_url":"https://doi.org/10.1109/inista55318.2022.9894138","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 International Conference on INnovations in Intelligent SysTems and Applications (INISTA)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5016115542","display_name":"Pavlos Floratos","orcid":null},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Pavlos Floratos","raw_affiliation_strings":["Aristotle University of Thessaloniki,Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab,Department of Informatics,Thessaloniki,Greece","Department of Informatics, Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab,Department of Informatics,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Department of Informatics, Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056519061","display_name":"Avraam Tsantekidis","orcid":"https://orcid.org/0000-0002-9528-9702"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Avraam Tsantekidis","raw_affiliation_strings":["Aristotle University of Thessaloniki,Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab,Department of Informatics,Thessaloniki,Greece","Department of Informatics, Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab,Department of Informatics,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Department of Informatics, Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061050264","display_name":"Nikolaos Passalis","orcid":"https://orcid.org/0000-0003-1177-9139"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Nikolaos Passalis","raw_affiliation_strings":["Aristotle University of Thessaloniki,Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab,Department of Informatics,Thessaloniki,Greece","Department of Informatics, Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab,Department of Informatics,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Department of Informatics, Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5041054091","display_name":"Anastasios Tefas","orcid":"https://orcid.org/0000-0003-1288-3667"},"institutions":[{"id":"https://openalex.org/I21370196","display_name":"Aristotle University of Thessaloniki","ror":"https://ror.org/02j61yw88","country_code":"GR","type":"education","lineage":["https://openalex.org/I21370196"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Anastasios Tefas","raw_affiliation_strings":["Aristotle University of Thessaloniki,Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab,Department of Informatics,Thessaloniki,Greece","Department of Informatics, Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Aristotle University of Thessaloniki,Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab,Department of Informatics,Thessaloniki,Greece","institution_ids":["https://openalex.org/I21370196"]},{"raw_affiliation_string":"Department of Informatics, Computational Intelligence and Deep Learning Group, Artificial Intelligence and Information Analysis lab, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I21370196"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9890000224113464,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.979200005531311,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6625024676322937},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5713441371917725},{"id":"https://openalex.org/keywords/distillation","display_name":"Distillation","score":0.4433685839176178},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.43503713607788086},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3913162350654602},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.353237122297287}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6625024676322937},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5713441371917725},{"id":"https://openalex.org/C204030448","wikidata":"https://www.wikidata.org/wiki/Q101017","display_name":"Distillation","level":2,"score":0.4433685839176178},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.43503713607788086},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3913162350654602},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.353237122297287},{"id":"https://openalex.org/C178790620","wikidata":"https://www.wikidata.org/wiki/Q11351","display_name":"Organic chemistry","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/inista55318.2022.9894138","is_oa":false,"landing_page_url":"https://doi.org/10.1109/inista55318.2022.9894138","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 International Conference on INnovations in Intelligent SysTems and Applications (INISTA)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W1259090559","https://openalex.org/W1522301498","https://openalex.org/W1821462560","https://openalex.org/W2076063813","https://openalex.org/W2095705004","https://openalex.org/W2144513243","https://openalex.org/W2344786740","https://openalex.org/W2566234880","https://openalex.org/W2734777338","https://openalex.org/W2749587125","https://openalex.org/W2750784772","https://openalex.org/W2885054548","https://openalex.org/W2949422068","https://openalex.org/W2963122061","https://openalex.org/W3026216250","https://openalex.org/W3030901202","https://openalex.org/W3033882778","https://openalex.org/W3094336762","https://openalex.org/W3115706629","https://openalex.org/W3118243694","https://openalex.org/W3122714990","https://openalex.org/W3124500271","https://openalex.org/W3124849400","https://openalex.org/W3126132356","https://openalex.org/W3137609883","https://openalex.org/W3137745307","https://openalex.org/W3167070114","https://openalex.org/W4295257237","https://openalex.org/W6631190155","https://openalex.org/W6638523607","https://openalex.org/W6674330103","https://openalex.org/W6681151457","https://openalex.org/W6743188669","https://openalex.org/W6748266487","https://openalex.org/W6772412004","https://openalex.org/W6779745167"],"related_works":["https://openalex.org/W2961085424","https://openalex.org/W4306674287","https://openalex.org/W3046775127","https://openalex.org/W3107602296","https://openalex.org/W4394896187","https://openalex.org/W3170094116","https://openalex.org/W4386462264","https://openalex.org/W4364306694","https://openalex.org/W4312192474","https://openalex.org/W4283697347"],"abstract_inverted_index":{"Recent":[0],"advances":[1],"in":[2,11,162,170,198,220],"Deep":[3],"Neural":[4],"Networks":[5],"(DNNs)":[6],"led":[7],"to":[8,59,164,184,224],"enormous":[9],"progress":[10],"many":[12],"different":[13,26,77],"fields,":[14],"covering":[15],"a":[16,171],"wide":[17],"range":[18],"of":[19,44,70,117,182,190,214],"applications,":[20],"including":[21,38],"financial":[22,27,122],"time-series":[23,28],"analysis.":[24],"Many":[25],"forecasting":[29,123],"tasks":[30,53],"have":[31],"been":[32],"successfully":[33],"tackled":[34],"using":[35,49],"such":[36,52,108],"approaches,":[37,167],"predicting":[39],"the":[40,67,71,84,93,96,101,115,128,180,188,194,199,202,207,212],"next":[41],"day\u2019s":[42],"return":[43],"FOREX":[45,221],"currency":[46],"pairs.":[47],"However,":[48],"DNNs":[50],"for":[51,99,121,178,192],"is":[54,159],"not":[55],"always":[56],"straightforward":[57],"due":[58],"training":[60,86,102,118,129,193],"stability":[61],"issues":[62],"that":[63,150,217],"often":[64,74,218],"arise.":[65],"Indeed,":[66],"noisy":[68,215],"nature":[69],"data":[72],"can":[73,104,113,151,210],"cause":[75],"considerable":[76],"behaviors":[78],"between":[79],"DL":[80,119],"models,":[81],"despite":[82],"following":[83],"same":[85,94],"process,":[87],"model":[88],"architecture,":[89],"and":[90,136],"hyper-parameters.":[91],"At":[92],"time,":[95],"methods":[97],"proposed":[98,157,208],"generating":[100],"labels":[103,204],"sometimes":[105],"further":[106],"reinforce":[107],"issues.":[109],"All":[110],"these":[111,141],"phenomena":[112],"reduce":[114,153],"reliability":[116],"models":[120],"tasks,":[124],"while":[125,174],"also":[126,176],"making":[127],"process":[130],"especially":[131],"time-consuming,":[132],"requiring":[133],"several":[134],"validation":[135],"back-testing":[137],"runs.":[138],"To":[139],"overcome":[140],"limitations,":[142],"we":[143],"propose":[144],"an":[145],"ensemble-based":[146],"online":[147],"distillation":[148,166],"method":[149,158],"significantly":[152],"this":[154],"behavior.":[155],"The":[156],"efficient":[160],"since,":[161],"contrast":[163],"offline":[165],"it":[168,175],"works":[169],"single":[172],"step,":[173],"allows":[177],"reducing":[179],"number":[181,189],"hyper-parameters":[183],"be":[185],"tuned,":[186],"e.g.,":[187],"epochs":[191],"teachers.":[195],"As":[196],"demonstrated":[197],"conducted":[200],"experiments,":[201],"soft":[203],"extracted":[205],"through":[206],"approach":[209],"mitigate":[211],"effect":[213],"annotation":[216],"exists":[219],"data,":[222],"leading":[223],"significant":[225],"performance":[226],"improvements.":[227]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
