Mid-price prediction based on machine learning methods with technical and quantitative indicators

Open Access

Peer-reviewed

Research Article

About the Authors

Adamantios Ntakaris

Roles Writing – original draft

Affiliation Faculty of Information Technology and Communication Sciences, Tampere University, Tampere, Finland

Juho Kanniainen

Roles Supervision

Affiliation Faculty of Information Technology and Communication Sciences, Tampere University, Tampere, Finland

Moncef Gabbouj

Roles Supervision

Affiliation Faculty of Information Technology and Communication Sciences, Tampere University, Tampere, Finland

Alexandros Iosifidis

Roles Supervision

Affiliation Department of Engineering, Electrical and Computer Engineering, Aarhus University, Aarhus, Denmark

The authors have declared that no competing interests exist.

Entropy
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Quantitative analysis
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Linear discriminant analysis
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Autocorrelation
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Fractals
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Signal filtering
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Time series analysis
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Machine learning
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