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)

Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. - Ben Moews; Gbenga Ibikunle (CoRR, 2020)

Can machine learning unlock new insights into high-frequency trading? - Gbenga Ibikunle; Ben Moews; K. Rzayev (CoRR, 2024)

Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks. - Adamantios Ntakaris; Gbenga Ibikunle (CoRR, 2024)

Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading. - Adamantios Ntakaris; Gbenga Ibikunle (CoRR, 2024)