Long-range auto-correlations in limit order book markets: Inter-and cross-event analysis. - Martin Magris; Jiyeong Kim; Esa Räsänen; Juho Kanniainen (SSCI, 2017)

Tensor representation in high-frequency financial data for price change prediction. - Dat Thanh Tran; Martin Magris; Juho Kanniainen; Moncef Gabbouj; Alexandros Iosifidis (SSCI, 2017)

Benchmark Dataset for Mid-Price Prediction of Limit Order Book data. - Adamantios Ntakaris; Martin Magris; Juho Kanniainen; Moncef Gabbouj; Alexandros Iosifidis (CoRR, 2017)

Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction. - Mostafa Shabani; Dat Thanh Tran; Martin Magris; Juho Kanniainen; Alexandros Iosifidis (EUSIPCO, 2022)

Quasi Black-Box Variational Inference with Natural Gradients for Bayesian Learning. - Martin Magris; Mostafa Shabani; Alexandros Iosifidis (CoRR, 2022)

Exact Manifold Gaussian Variational Bayes. - Martin Magris; Mostafa Shabani; Alexandros Iosifidis (CoRR, 2022)

Uncertainty Estimation in Deep Bayesian Survival Models. - Christian Marius Lillelund; Martin Magris; Christian Fischer Pedersen (BHI, 2023)

Variational Inference for GARCH-family Models. - Martin Magris; Alexandros Iosifidis (ICAIF, 2023)

Predicting the state of synchronization of financial time series using cross recurrence plots. - Mostafa Shabani; Martin Magris; George Tzagkarakis; Juho Kanniainen; Alexandros Iosifidis (Neural Comput. Appl., 2023)

Bayesian learning for neural networks: an algorithmic survey. - Martin Magris; Alexandros Iosifidis (Artif. Intell. Rev., 2023)

Probabilistic Survival Analysis by Approximate Bayesian Inference of Neural Networks. - Christian Marius Lillelund; Martin Magris; Christian Fischer Pedersen (CoRR, 2024)

Manifold Gaussian Variational Bayes on the Precision Matrix. - Martin Magris; Mostafa Shabani; Alexandros Iosifidis (Neural Comput., 2024)