Journals
No. Title Authors Journal
01 Price Trailing for Financial Trading using Deep Reinforcement Learning A. Tsantekidis, N. Passalis, A. Toufa, K. Saitas-Zarkias, Stergios Chairistanidis and A. Tefas Transactions on Neural Networks and Learning Systems, 2020
02 Forecasting Financial Time Series Using Robust Deep Adaptive Input Normalization N. Passalis, J.Kanniainen, M. Gabbouj, A. Iosifidis and A. Tefas Journal of Signal Processing Systems, 2020
03 Diversity-driven knowledge distillation for financial trading using Deep Reinforcement Learning A. Tsantekidis, N. Passalis, A.Tefas Pattern Recognition, 2020
04 Multi-source Financial Sentiment Analysis for Detecting Bitcoin Price Change Indications using Deep Learning Nikolaos Passalis, Loukia Avramelou, Solon Seficha, Avraam Tsantekidis, Stavros Doropoulos, Giorgos Makris and Anastasios Tefas, Neural Computing and Applications, 2022
05 Temporal logistic neural bag-of-features for financial time series forecasting leveraging limit order book data Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, & Alexandros Iosifidis Pattern Recognition Letters, 2020
06 Transferring trading strategy knowledge to deep learning models Avraam Tsantekidis and Anastasios Tefas Knowledge and Information Systems, 2021
07 Deep adaptive group-based input normalization for financial trading Angelos Nalmpantis, Nikolaos Passalis, Avraam Tsantekidis and Anastasios Tefas Pattern Recognition Letters, 2021
Conferences
No. Title Authors Journal
01 Learning Sentiment-aware Trading Strategies for Bitcoin leveraging Deep Learning-based Financial News Analysis N. Passalis, S. Seficha, A. Tsantekidis and A. Tefas 17th International Conference on Artificial Intelligence Applications and Innovations (AIAI), 2021
02 Improving Deep Reinforcement Learning for Financial Trading using Deep Adaptive Group-Based Normalization A. Nalmpantis, N. Passalis, A. Tsantekidis and A. Tefas IEEE International Workshop on Machine Learning for Signal Processing (MLSP), 2021
03 Sentiment-Aware Distillation For Bitcoin Trend Forecasting Under Partial Observability G. Panagiotatos, N. Passalis, A. Tsantekidis, and A. Tefas IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2022
04 Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management Paraskevi Nousi, Loukia Avramelou, Georgios Rodinos, Maria Tzelepi, Manousis, T., Tsampazis, K., Stefanidis, K., Spanos, D., Kirtas, E., Tosidis, P., Tsantekidis, A., Passalis, N.and Anastasios Tefas https://arxiv.org/abs/2309.16679, 2023
05 Online Knowledge Distillation for Financial Timeseries Forecasting P. Floratos, A. Tsantekidis, N. Passalis, and A. Tefas International Conference on INnovations in Intelligent SysTems and Applications (INISTA), 2022
06 CRYPTOSENTIMENT: A Dataset and Baseline for Sentiment-Aware Deep Reinforcement Learning for Financial Trading L. Avramelou, P. Nousi, N. Passalis, S. Doropoulos, A. Tefas 11th International Workshop on Computational Intelligence for Multimedia Understanding (IWCIM 2023) organised under IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2023
07 A Sharpe Ratio Based Reward Scheme in Deep Reinforcement Learning for Financial Trading G. Rodinos, P. Nousi, N. Passalis, and A. Tefas 19th International Conference on Artificial Intelligence Applications and Innovations (ΑΙΑΙ), 2023
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