Skip to content

Home Search Authors Pakistan News Saved

SciRah

SciRah does not host or store research papers. Results come live from free, official scholarly APIs, and every paper links back to its original source.

Data sources

OpenAlex
Semantic Scholar
Crossref
CORE
arXiv
PubMed

Privacy policy Terms of service

J. Kanniainen · SciRah

Researcher profile · Semantic Scholar

J. Kanniainen

Share profile

J. Kanniainen — researcher profile on SciRah

h-index: 25
Works: 138
Citations: 2,544

Most-cited papers

Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
D. Tran, Alexandros Iosifidis, J. Kanniainen, M. Gabbouj
2017IEEE Transactions on Neural Networks and Learning Systems234 citations Open access
Semantic Scholar
Deep Adaptive Input Normalization for Time Series Forecasting
Nikolaos Passalis, A. Tefas, J. Kanniainen, M. Gabbouj +1 more
2019IEEE Transactions on Neural Networks and Learning Systems229 citations Open access
Semantic Scholar
Benchmark dataset for mid-price forecasting of limit order book data with machine learning methods
Adamantios Ntakaris, M. Magris, J. Kanniainen, M. Gabbouj +1 more
2017Journal of Forecasting153 citations Open access
Semantic Scholar
Using deep learning to detect price change indications in financial markets
Avraam Tsantekidis, Nikolaos Passalis, A. Tefas, J. Kanniainen +2 more
2017European Signal Processing Conference147 citations Open access
Semantic Scholar
Using Deep Learning for price prediction by exploiting stationary limit order book features
Avraam Tsantekidis, Nikolaos Passalis, A. Tefas, J. Kanniainen +2 more
2018Applied Soft Computing113 citations Open access
Semantic Scholar
Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data
Paraskevi Nousi, Avraam Tsantekidis, Nikolaos Passalis, Adamantios Ntakaris +4 more
2018IEEE Access63 citations Open access
Semantic Scholar
Tensor representation in high-frequency financial data for price change prediction
D. Tran, M. Magris, J. Kanniainen, M. Gabbouj +1 more
2017IEEE Symposium Series on Computational Intelligence63 citations Open access
Semantic Scholar
Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data
M. Makinen, J. Kanniainen, M. Gabbouj, Alexandros Iosifidis
201860 citations
Semantic Scholar
Feature Engineering for Mid-Price Prediction With Deep Learning
Adamantios Ntakaris, G. Mirone, J. Kanniainen, M. Gabbouj +1 more
2019IEEE Access54 citations Open access
Semantic Scholar
Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using High Frequency Limit Order Book Data
Nikolaos Passalis, A. Tefas, J. Kanniainen, M. Gabbouj +1 more
2020IEEE Transactions on Emerging Topics in Computational Intelligence53 citations
Semantic Scholar
Empirical deep hedging
Oskari Mikkilä, J. Kanniainen
2022Social Science Research Network39 citations Open access
Semantic Scholar
Time-series classification using neural Bag-of-Features
Nikolaos Passalis, Avraam Tsantekidis, A. Tefas, J. Kanniainen +2 more
2017European Signal Processing Conference39 citations Open access
Semantic Scholar
Facebook drives behavior of passive households in stock markets
Milla Siikanen, K. Baltakys, J. Kanniainen, Ravikiran Vatrapu +2 more
2017Finance Research Letters39 citations Open access
Semantic Scholar
Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets
Hanxue Yang, J. Kanniainen
201737 citations Open access
Semantic Scholar
Forecasting emergency department occupancy with advanced machine learning models and multivariable input
Jalmari Tuominen, Eetu Pulkkinen, Jaakko Peltonen, J. Kanniainen +3 more
2024International Journal of Forecasting35 citations Open access
Semantic Scholar
Benchmark Dataset for Mid-Price Prediction of Limit Order Book data
Adamantios Ntakaris, M. Magris, J. Kanniainen, M. Gabbouj +1 more
2017arXiv.org31 citations
Semantic Scholar
Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data
Nikolaos Passalis, A. Tefas, J. Kanniainen, M. Gabbouj +1 more
2019Pattern Recognition Letters30 citations Open access
Semantic Scholar
Multilayer Aggregation with Statistical Validation: Application to Investor Networks
K. Baltakys, J. Kanniainen, F. Emmert-Streib
2017Scientific Reports30 citations Open access
Semantic Scholar
Data Normalization for Bilinear Structures in High-Frequency Financial Time-series
D. Tran, J. Kanniainen, M. Gabbouj, Alexandros Iosifidis
2020International Conference on Pattern Recognition28 citations Open access
Semantic Scholar
Mid-price prediction based on machine learning methods with technical and quantitative indicators
Adamantios Ntakaris, J. Kanniainen, M. Gabbouj, Alexandros Iosifidis
2018PLoS ONE27 citations Open access
Semantic Scholar
Prognostic modeling of predictive maintenance with survival analysis for mobile work equipment
Zhen Yang, J. Kanniainen, Tomi Krogerus, F. Emmert-Streib
2022Scientific Reports26 citations Open access
Semantic Scholar
Limit Order Books and Liquidity around Scheduled and Non-Scheduled Announcements: Empirical Evidence from NASDAQ Nordic
Milla Siikanen, J. Kanniainen, Jaakko Valli
201726 citations Open access
Semantic Scholar
Forecasting Financial Time Series Using Robust Deep Adaptive Input Normalization
Nikolaos Passalis, J. Kanniainen, M. Gabbouj, Alexandros Iosifidis +1 more
2021Journal of Signal Processing Systems23 citations
Semantic Scholar
Data-driven Neural Architecture Learning For Financial Time-series Forecasting
D. Tran, J. Kanniainen, M. Gabbouj, Alexandros Iosifidis
2019arXiv.org23 citations
Semantic Scholar
Neighbors matter: Geographical distance and trade timing in the stock market
K. Baltakys, M. Baltakienė, H. Kärkkäinen, J. Kanniainen
2019Finance Research Letters22 citations Open access
Semantic Scholar
Dynamics of investor spanning trees around dot-com bubble
Sindhuja Ranganathan, M. Kivelä, J. Kanniainen
2017PLoS ONE20 citations Open access
Semantic Scholar
Predicting the trading behavior of socially connected investors: Graph neural network approach with implications to market surveillance
K. Baltakys, M. Baltakienė, Negar Heidari, Alexandros Iosifidis +1 more
2023Expert systems with applications17 citations Open access
Semantic Scholar
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market
F. Mehrdoust, Idin Noorani, J. Kanniainen
2023Mathematics and Computers in Simulation17 citations Open access
Semantic Scholar
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction
M. Shabani, D. Tran, M. Magris, J. Kanniainen +1 more
2022European Signal Processing Conference14 citations Open access
Semantic Scholar
Deep Adaptive Input Normalization for Price Forecasting using Limit Order Book Data
Nikolaos Passalis, A. Tefas, J. Kanniainen, M. Gabbouj +1 more
2019arXiv.org14 citations
Semantic Scholar
Clusters of investors around initial public offering
M. Baltakienė, K. Baltakys, J. Kanniainen, D. Pedreschi +1 more
2019Palgrave Communications14 citations Open access
Semantic Scholar
High-Performance Computing in Finance: Problems, Methods, and Solutions
M. Dempster, J. Kanniainen, J. Keane, Erik Vynckier
201814 citations
Semantic Scholar
Predicting the state of synchronization of financial time series using cross recurrence plots
M. Shabani, M. Magris, G. Tzagkarakis, J. Kanniainen +1 more
2022Neural computing & applications (Print)13 citations Open access
Semantic Scholar
Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification
M. Shabani, D. Tran, J. Kanniainen, Alexandros Iosifidis
2022Pattern Recognition13 citations Open access
Semantic Scholar
Identification of Information Networks in Stock Markets
M. Baltakienė, J. Kanniainen, K. Baltakys
2020Social Science Research Network13 citations
Semantic Scholar
Early Warning Software for Emergency Department Crowding
Jalmari Tuominen, Teemu Koivistoinen, J. Kanniainen, N. Oksala +2 more
2023Journal of medical systems12 citations Open access
Semantic Scholar
Layoff announcements and intra-day market reactions
Santiago Velásquez, J. Kanniainen, S. Mäkinen, Jaakko Valli
201812 citations Open access
Semantic Scholar
Credit Card Fraud Detection with Subspace Learning-based One-Class Classification
Zaffar Zaffar, F. Sohrab, J. Kanniainen, M. Gabbouj
2023IEEE Symposium Series on Computational Intelligence11 citations Open access
Semantic Scholar
Computational Analysis of the structural properties of Economic and Financial Networks
F. Emmert-Streib, A. Musa, K. Baltakys, J. Kanniainen +4 more
201711 citations
Semantic Scholar
Time-Series Foundation AI Model for Value-at-Risk Forecasting
A. Goel, P. Pasricha, J. Kanniainen
20248 citations
Semantic Scholar
Trade synchronization and social ties in stock markets
M. Baltakienė, K. Baltakys, J. Kanniainen
2022EPJ Data Science8 citations Open access
Semantic Scholar
Bilinear Input Normalization for Neural Networks in Financial Forecasting
D. Tran, J. Kanniainen, M. Gabbouj, Alexandros Iosifidis
2021arXiv.org8 citations
Semantic Scholar
Foundation Time-Series AI Model for Realized Volatility Forecasting
A. Goel, P. Pasricha, M. Magris, J. Kanniainen
20257 citations
Semantic Scholar
Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series
Nikolaos Passalis, A. Tefas, J. Kanniainen, M. Gabbouj +1 more
2019IEEE International Conference on Acoustics, Speech, and Signal Processing7 citations
Semantic Scholar
Risk reduced sparse index tracking portfolio: A topological data analysis approach
A. Goel, P. Pasricha, J. Kanniainen
2026Omega6 citations Open access
Semantic Scholar
Forecasting Mortality Associated Emergency Department Crowding with LightGBM and Time Series Data
Jalmari Nevanlinna, Anna Eidstø, Jari Ylä-Mattila, Teemu Koivistoinen +4 more
2025Journal of medical systems6 citations Open access
Semantic Scholar
Network analysis of aggregated money flows in stock markets
Joonas Karaila, K. Baltakys, Henri Hansen, A. Goel +1 more
2024Quantitative finance (Print)6 citations Open access
Semantic Scholar
How informative is the Order Book Beyond the Best Levels? Machine Learning Perspective
D. Tran, J. Kanniainen, Alexandros Iosifidis
2022Social Science Research Network6 citations Open access
Semantic Scholar
Structure of Investor Networks and Financial Crises
K. Baltakys, Hung Le Viet, J. Kanniainen
2021Entropy6 citations Open access
Semantic Scholar
Coverage bias in business news: evidence and methodological implications
Tomi Nokelainen, J. Kanniainen
20186 citations
Semantic Scholar

Frequent co-authors

Invite them to SciRah by sharing their profile.

Alexandros Iosifidis×21
Invite
Alexandros Iosifidis — researcher profile on SciRah
M. Gabbouj×14
Invite
M. Gabbouj — researcher profile on SciRah
Nikolaos Passalis×10
Invite
Nikolaos Passalis — researcher profile on SciRah
A. Tefas×10
Invite
A. Tefas — researcher profile on SciRah

×10

Invite

K. Baltakys — researcher profile on SciRah

Invite

D. Tran — researcher profile on SciRah

Invite

M. Gabbouj — researcher profile on SciRah

Invite

M. Magris — researcher profile on SciRah

Adamantios Ntakaris×5

Invite

Adamantios Ntakaris — researcher profile on SciRah

M. Baltakienė×5

Invite

M. Baltakienė — researcher profile on SciRah

Avraam Tsantekidis×4

Invite

Avraam Tsantekidis — researcher profile on SciRah

Alexandros Iosifidis×4

Invite

Alexandros Iosifidis — researcher profile on SciRah