{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,8]],"date-time":"2025-12-08T22:25:07Z","timestamp":1765232707940},"reference-count":21,"publisher":"IEEE","license":[{"start":{"date-parts":[[2019,5,1]],"date-time":"2019-05-01T00:00:00Z","timestamp":1556668800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2019,5,1]],"date-time":"2019-05-01T00:00:00Z","timestamp":1556668800000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2019,5,1]],"date-time":"2019-05-01T00:00:00Z","timestamp":1556668800000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2019,5]]},"DOI":"10.1109\/icassp.2019.8682297","type":"proceedings-article","created":{"date-parts":[[2019,4,17]],"date-time":"2019-04-17T20:01:56Z","timestamp":1555531316000},"page":"7545-7549","source":"Crossref","is-referenced-by-count":5,"title":["Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series"],"prefix":"10.1109","author":[{"given":"Nikolaos","family":"Passalis","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Anastasios","family":"Tefas","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Juho","family":"Kanniainen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Moncef","family":"Gabbouj","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Alexandros","family":"Iosifidis","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref10","article-title":"Training lightweight deep convolutional neural networks using bag-of-features pooling","author":"passalis","year":"2018","journal-title":"IEEE Transactions on Neural Networks and Learning Systems"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1109\/ICCV.2003.1238663"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1109\/TKDE.2012.223"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1109\/TKDE.2016.2545657"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.23919\/EUSIPCO.2017.8081217"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2015.1032546"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.23919\/EUSIPCO.2017.8081171"},{"key":"ref17","first-page":"249","article-title":"Understanding the difficulty of training deep feedforward neural networks","author":"glorot","year":"2010","journal-title":"Proceedings of the International Conference on Artificial Intelligence and Statistics"},{"key":"ref18","article-title":"Adam: A method for stochastic optimization","author":"kingma","year":"2015","journal-title":"International Conference on Learning Representations"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1109\/SSCI.2017.8280812"},{"article-title":"Learning to diagnose with lstm recurrent neural networks","year":"2015","author":"lipton","key":"ref4"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1145\/1143844.1143974"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1109\/TPAMI.2013.72"},{"article-title":"Multi-scale convolutional neural networks for time series classification","year":"2016","author":"cui","key":"ref5"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1109\/TETCI.2018.2872598"},{"key":"ref7","article-title":"Bag-of-temporal-sift-words for time series classification","author":"bailly","year":"2015","journal-title":"ECML\/PKDD Workshop on Adv Anal and Learn on Temporal Data"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1109\/59.910780"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1109\/TNN.2003.820556"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1109\/ICCV.2017.614"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.3213389"},{"journal-title":"Trading Systems","year":"2011","author":"tomasini","key":"ref21"}],"event":{"name":"ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","start":{"date-parts":[[2019,5,12]]},"location":"Brighton, United Kingdom","end":{"date-parts":[[2019,5,17]]}},"container-title":["ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/8671773\/8682151\/08682297.pdf?arnumber=8682297","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,7,15]],"date-time":"2022-07-15T03:21:12Z","timestamp":1657855272000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/8682297\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,5]]},"references-count":21,"URL":"https:\/\/doi.org\/10.1109\/icassp.2019.8682297","relation":{},"subject":[],"published":{"date-parts":[[2019,5]]}}}