{"id":"https://openalex.org/W2766355270","doi":"https://doi.org/10.23919/eusipco.2017.8081663","title":"Using deep learning to detect price change indications in financial markets","display_name":"Using deep learning to detect price change indications in financial markets","publication_year":2017,"publication_date":"2017-08-01","ids":{"openalex":"https://openalex.org/W2766355270","doi":"https://doi.org/10.23919/eusipco.2017.8081663","mag":"2766355270"},"language":"en","primary_location":{"id":"doi:10.23919/eusipco.2017.8081663","is_oa":false,"landing_page_url":"https://doi.org/10.23919/eusipco.2017.8081663","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 25th European Signal Processing Conference (EUSIPCO)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://pure.au.dk/portal/en/publications/f0881b06-dfd0-43b4-8546-0bcc0521de05","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","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":["Department of informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of informatics, 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":["Department of informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","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":["Department of informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of informatics, Aristotle University of Thessaloniki, Thessaloniki, Greece","institution_ids":["https://openalex.org/I21370196"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5049372872","display_name":"Juho Kanniainen","orcid":"https://orcid.org/0000-0001-7737-659X"},"institutions":[{"id":"https://openalex.org/I166825849","display_name":"Tampere University","ror":"https://ror.org/033003e23","country_code":"FI","type":"education","lineage":["https://openalex.org/I166825849"]},{"id":"https://openalex.org/I4210133110","display_name":"Tampere University","ror":null,"country_code":"FI","type":null,"lineage":["https://openalex.org/I4210133110"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Juho Kanniainen","raw_affiliation_strings":["Laboratory of Industrial and Information Management, Tampere University of Technology, Tampere, Finland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Laboratory of Industrial and Information Management, Tampere University of Technology, Tampere, Finland","institution_ids":["https://openalex.org/I166825849","https://openalex.org/I4210133110"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5007583477","display_name":"Moncef Gabbouj","orcid":"https://orcid.org/0000-0002-9788-2323"},"institutions":[{"id":"https://openalex.org/I166825849","display_name":"Tampere University","ror":"https://ror.org/033003e23","country_code":"FI","type":"education","lineage":["https://openalex.org/I166825849"]},{"id":"https://openalex.org/I4210133110","display_name":"Tampere University","ror":null,"country_code":"FI","type":null,"lineage":["https://openalex.org/I4210133110"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Moncef Gabbouj","raw_affiliation_strings":["Laboratory of Signal Processing, Tampere University of Technology, Tampere, Finland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Laboratory of Signal Processing, Tampere University of Technology, Tampere, Finland","institution_ids":["https://openalex.org/I166825849","https://openalex.org/I4210133110"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5064535836","display_name":"Alexandros Iosifidis","orcid":"https://orcid.org/0000-0003-4807-1345"},"institutions":[{"id":"https://openalex.org/I166825849","display_name":"Tampere University","ror":"https://ror.org/033003e23","country_code":"FI","type":"education","lineage":["https://openalex.org/I166825849"]},{"id":"https://openalex.org/I204337017","display_name":"Aarhus University","ror":"https://ror.org/01aj84f44","country_code":"DK","type":"education","lineage":["https://openalex.org/I204337017"]},{"id":"https://openalex.org/I4210133110","display_name":"Tampere University","ror":null,"country_code":"FI","type":null,"lineage":["https://openalex.org/I4210133110"]}],"countries":["DK","FI"],"is_corresponding":false,"raw_author_name":"Alexandros Iosifidis","raw_affiliation_strings":["Department of Engineering, Aarhus University, Denmark","Laboratory of Signal Processing, Tampere University of Technology, Tampere, Finland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Engineering, Aarhus University, Denmark","institution_ids":["https://openalex.org/I204337017"]},{"raw_affiliation_string":"Laboratory of Signal Processing, Tampere University of Technology, Tampere, Finland","institution_ids":["https://openalex.org/I166825849","https://openalex.org/I4210133110"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":20.7573,"has_fulltext":true,"cited_by_count":147,"citation_normalized_percentile":{"value":0.99753741,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":null,"issue":null,"first_page":"2511","last_page":"2515"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998000264167786,"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":0.9998000264167786,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9947999715805054,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9878000020980835,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7018948793411255},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.6569557785987854},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5893429517745972},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.5802189707756042},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.5610285401344299},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5537313222885132},{"id":"https://openalex.org/keywords/scale","display_name":"Scale (ratio)","score":0.5308343768119812},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.5164861679077148},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.49910545349121094},{"id":"https://openalex.org/keywords/order-book","display_name":"Order book","score":0.4769241511821747},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.4594574272632599},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.42948007583618164},{"id":"https://openalex.org/keywords/market-data","display_name":"Market data","score":0.42704012989997864},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.4143826961517334},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3668069839477539},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.27567535638809204},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.17472702264785767}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7018948793411255},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.6569557785987854},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5893429517745972},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.5802189707756042},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.5610285401344299},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5537313222885132},{"id":"https://openalex.org/C2778755073","wikidata":"https://www.wikidata.org/wiki/Q10858537","display_name":"Scale (ratio)","level":2,"score":0.5308343768119812},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.5164861679077148},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.49910545349121094},{"id":"https://openalex.org/C2779309563","wikidata":"https://www.wikidata.org/wiki/Q649206","display_name":"Order book","level":3,"score":0.4769241511821747},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4594574272632599},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.42948007583618164},{"id":"https://openalex.org/C114118609","wikidata":"https://www.wikidata.org/wiki/Q3036837","display_name":"Market data","level":2,"score":0.42704012989997864},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.4143826961517334},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3668069839477539},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.27567535638809204},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.17472702264785767},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","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},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.23919/eusipco.2017.8081663","is_oa":false,"landing_page_url":"https://doi.org/10.23919/eusipco.2017.8081663","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 25th European Signal Processing Conference (EUSIPCO)","raw_type":"proceedings-article"},{"id":"pmh:oai:pure.atira.dk:openaire/f0881b06-dfd0-43b4-8546-0bcc0521de05","is_oa":true,"landing_page_url":"https://pure.au.dk/portal/en/publications/f0881b06-dfd0-43b4-8546-0bcc0521de05","pdf_url":null,"source":null,"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Tsantekidis, A, Passalis, N, Tefas, A, Kanniainen, J, Gabbouj, M & Iosifidis, A 2017, 'Using Deep Learning to Detect Price Change Indications in Financial Markets', Proceedings of the European Signal Processing Conference, vol. 2017, pp. 2511-2515. https://doi.org/10.23919/EUSIPCO.2017.8081663","raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"pmh:oai:pure.atira.dk:openaire/f0881b06-dfd0-43b4-8546-0bcc0521de05","is_oa":true,"landing_page_url":"https://pure.au.dk/portal/en/publications/f0881b06-dfd0-43b4-8546-0bcc0521de05","pdf_url":null,"source":null,"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Tsantekidis, A, Passalis, N, Tefas, A, Kanniainen, J, Gabbouj, M & Iosifidis, A 2017, 'Using Deep Learning to Detect Price Change Indications in Financial Markets', Proceedings of the European Signal Processing Conference, vol. 2017, pp. 2511-2515. https://doi.org/10.23919/EUSIPCO.2017.8081663","raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.41999998688697815}],"awards":[{"id":"https://openalex.org/G1413880875","display_name":null,"funder_award_id":"MSCA-ITN-ETN 675044","funder_id":"https://openalex.org/F4320332999","funder_display_name":"Horizon 2020 Framework Programme"},{"id":"https://openalex.org/G8946378568","display_name":null,"funder_award_id":"675044","funder_id":"https://openalex.org/F4320332999","funder_display_name":"Horizon 2020 Framework Programme"}],"funders":[{"id":"https://openalex.org/F4320309928","display_name":"Aarhus Universitet","ror":"https://ror.org/01aj84f44"},{"id":"https://openalex.org/F4320332999","display_name":"Horizon 2020 Framework Programme","ror":"https://ror.org/00k4n6c32"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W1505330957","https://openalex.org/W1514535095","https://openalex.org/W1522301498","https://openalex.org/W1538131130","https://openalex.org/W1811254738","https://openalex.org/W1923211482","https://openalex.org/W2018769689","https://openalex.org/W2053154970","https://openalex.org/W2064675550","https://openalex.org/W2130536986","https://openalex.org/W2143612262","https://openalex.org/W2150355110","https://openalex.org/W2194775991","https://openalex.org/W2210974520","https://openalex.org/W2319262441","https://openalex.org/W2398961520","https://openalex.org/W2962706528","https://openalex.org/W2962749469","https://openalex.org/W2964121744","https://openalex.org/W3099884890","https://openalex.org/W3121624795","https://openalex.org/W3124849400","https://openalex.org/W3124939890","https://openalex.org/W6630875275","https://openalex.org/W6632100814","https://openalex.org/W6687483927","https://openalex.org/W6788666900"],"related_works":["https://openalex.org/W1780554743","https://openalex.org/W4317838017","https://openalex.org/W2949895845","https://openalex.org/W4400007518","https://openalex.org/W4387057251","https://openalex.org/W2541450624","https://openalex.org/W2950518553","https://openalex.org/W3141289211","https://openalex.org/W3122729814","https://openalex.org/W643256200"],"abstract_inverted_index":{"Forecasting":[0],"financial":[1,12],"time-series":[2,113],"has":[3],"long":[4],"been":[5],"among":[6],"the":[7,19,26,39,49,53,62,80,84],"most":[8],"challenging":[9],"problems":[10],"in":[11],"market":[13],"analysis.":[14],"In":[15,87],"order":[16,130],"to":[17,22],"recognize":[18],"correct":[20],"circumstances":[21],"enter":[23],"or":[24],"exit":[25],"markets":[27,46],"investors":[28],"usually":[29],"employ":[30],"statistical":[31],"models":[32],"(or":[33],"even":[34],"simple":[35],"qualitative":[36],"methods).":[37],"However,":[38],"inherently":[40],"noisy":[41],"and":[42,61],"stochastic":[43],"nature":[44],"of":[45,52,58,64,67,79,128],"severely":[47],"limits":[48],"forecasting":[50],"accuracy":[51],"used":[54,104],"models.":[55],"The":[56,119],"introduction":[57],"electronic":[59],"trading":[60],"availability":[63],"large":[65],"amounts":[66],"data":[68,114],"allow":[69],"for":[70,105],"developing":[71],"novel":[72],"machine":[73],"learning":[74,94],"techniques":[75],"that":[76,101],"address":[77],"some":[78],"difficulties":[81],"faced":[82],"by":[83],"aforementioned":[85],"methods.":[86],"this":[88],"work":[89],"we":[90],"propose":[91],"a":[92,125],"deep":[93],"methodology,":[95],"based":[96],"on":[97,115],"recurrent":[98],"neural":[99],"networks,":[100],"can":[102],"be":[103],"predicting":[106],"future":[107],"price":[108],"movements":[109],"from":[110],"large-scale":[111,126],"high-frequency":[112],"Limit":[116],"Order":[117],"Books.":[118],"proposed":[120],"method":[121],"is":[122],"evaluated":[123],"using":[124],"dataset":[127],"limit":[129],"book":[131],"events.":[132]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":14},{"year":2024,"cited_by_count":15},{"year":2023,"cited_by_count":14},{"year":2022,"cited_by_count":19},{"year":2021,"cited_by_count":25},{"year":2020,"cited_by_count":25},{"year":2019,"cited_by_count":22},{"year":2018,"cited_by_count":8},{"year":2017,"cited_by_count":2}],"updated_date":"2026-08-12T21:12:35.861297","created_date":"2025-10-10T00:00:00"}
