Gbenga Ibikunle

According to our database, Gbenga Ibikunle authored at least 6 papers between 2019 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2026

DeXposure-FM: A Time-series, Graph Foundation Model for Credit Exposures and Stability on Decentralized Financial Networks.

Aijie Shu, Wenbin Wu, Gbenga Ibikunle, Fengxiang He

CoRR, February, 2026

2024

Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading.

Adamantios Ntakaris, Gbenga Ibikunle

CoRR, 2024

Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks.

Adamantios Ntakaris, Gbenga Ibikunle

CoRR, 2024

Can machine learning unlock new insights into high-frequency trading?

Gbenga Ibikunle, Ben Moews, K. Rzayev

CoRR, 2024

2020

Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning.

Ben Moews, Gbenga Ibikunle

CoRR, 2020

2019

Lagged correlation-based deep learning for directional trend change prediction in financial time series.

Ben Moews, J. Michael Herrmann, Gbenga Ibikunle

Expert Syst. Appl., 2019