{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,1]],"date-time":"2026-04-01T18:14:26Z","timestamp":1775067266254,"version":"3.50.1"},"reference-count":33,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017,11]]},"DOI":"10.1109\/ssci.2017.8280812","type":"proceedings-article","created":{"date-parts":[[2018,2,7]],"date-time":"2018-02-07T16:44:37Z","timestamp":1518021877000},"page":"1-7","source":"Crossref","is-referenced-by-count":39,"title":["Tensor representation in high-frequency financial data for price change prediction"],"prefix":"10.1109","author":[{"given":"Dat Thanh","family":"Tran","sequence":"first","affiliation":[]},{"given":"Martin","family":"Magris","sequence":"additional","affiliation":[]},{"given":"Juho","family":"Kanniainen","sequence":"additional","affiliation":[]},{"given":"Moncef","family":"Gabbouj","sequence":"additional","affiliation":[]},{"given":"Alexandros","family":"Iosifidis","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref33","author":"powers","year":"2011","journal-title":"Evaluation from precision recall and F-measure to ROC informedness markedness and correlation"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1109\/TPAMI.2014.2342214"},{"key":"ref31","volume":"3","author":"welling","year":"2005","journal-title":"Fisher Linear Discriminant Analysis"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1007\/s00521-014-1550-z"},{"key":"ref10","author":"dixon","year":"2016","journal-title":"High frequency market making with machine learning"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/j.ieri.2014.09.083"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.23919\/EUSIPCO.2017.8081663"},{"key":"ref13","author":"sharang","year":"2015","journal-title":"Using machine learning for medium frequency derivative portfolio trading"},{"key":"ref14","author":"hallgren","year":"2016","journal-title":"Testing for causality in continuous time bayesian network models of high-frequency data"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.procs.2015.05.290"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.23919\/EUSIPCO.2017.8081217"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1016\/j.patrec.2014.07.011"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1109\/CVPR.2001.990454"},{"key":"ref19","doi-asserted-by":"crossref","first-page":"131","DOI":"10.1109\/TPAMI.2004.1261097","article-title":"Two-dimensional pea: a new approach to appearance-based face representation and recognition","volume":"26","author":"yang","year":"2004","journal-title":"IEEE Transactions on Pattern Analysis and Machine Intelligence"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1145\/2838731"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1002\/for.2422"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1109\/TPAMI.2007.1096"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1016\/j.omega.2004.07.024"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.3311\/PPee.7165"},{"key":"ref29","author":"ntakaris","year":"2017","journal-title":"Benchmark dataset for mid-price prediction of limit order book data"},{"key":"ref5","article-title":"Designating market maker behaviour in limit order book markets","author":"panayi","year":"2016","journal-title":"Statistics and econometrics"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1016\/j.neucom.2015.03.100"},{"key":"ref7","author":"sirignano","year":"2016","journal-title":"Deep learning for limit order books"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.2316\/P.2010.674-047"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1109\/CBI.2017.23"},{"key":"ref1","author":"zheng","year":"2012","journal-title":"Price jump prediction in limit order book"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1016\/0031-3203(93)90056-3"},{"key":"ref22","first-page":"1569","article-title":"Two-dimensional linear discriminant analysis","author":"ye","year":"2005","journal-title":"Advances in neural information processing systems"},{"key":"ref21","doi-asserted-by":"crossref","first-page":"ii-761","DOI":"10.1109\/ICASSP.2005.1415516","article-title":"Two-dimensional fisher discriminant analysis: forget about small sample size problem [face recognition applications]","volume":"2","author":"kong","year":"2005","journal-title":"Acoustics Speech and Signal Processing 2005 Proceedings (ICASSP'05) IEEE International Conference on"},{"key":"ref24","author":"cai","year":"2005","journal-title":"Subspace learning based on tensor analysis"},{"key":"ref23","first-page":"499","article-title":"Tensor subspace analysis","author":"he","year":"2006","journal-title":"Advances in neural information processing systems"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1109\/CVPR.2005.131"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1109\/CVPR.2003.1211457"}],"event":{"name":"2017 IEEE Symposium Series on Computational Intelligence (SSCI)","location":"Honolulu, HI","start":{"date-parts":[[2017,11,27]]},"end":{"date-parts":[[2017,12,1]]}},"container-title":["2017 IEEE Symposium Series on Computational Intelligence (SSCI)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/8267146\/8280782\/08280812.pdf?arnumber=8280812","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,10,10]],"date-time":"2019-10-10T10:21:45Z","timestamp":1570702905000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/8280812\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,11]]},"references-count":33,"URL":"https:\/\/doi.org\/10.1109\/ssci.2017.8280812","relation":{},"subject":[],"published":{"date-parts":[[2017,11]]}}}