Juho Kanniainen
About me
Dr Juho Kanniainen is a Professor in Computing Sciences at Tampere University (TAU), Finland. He leads the research group focused on Financial Computing and Data Analytics. With a wealth of international leadership experience, Dr. Kanniainen has served as the director and coordinator of two large EU projects: HPCFinance and BigDataFinance. In his capacity as the head of multi-member international consortia, he has successfully secured a total of 7.5 million euros in EU funding for these pioneering initiatives. Additionally, Dr. Kanniainen has directed the international MSc program in Computing Sciences at TAU.
Juho's research agenda centers on machine learning, statistical computing and mathematical modeling for time-series analysis and graphs, with a emphasis on limit order book markets and information cascades. This interest spans financial market research and other contexts as well.
His papers have been published in top-tier journals, including IEEE Transactions on Neural Networks and Learning Systems (IF 14.255), Pattern Recognition (IF 8.518), and the Review of Finance (IF 5.059). He has organized several conferences and served as a co-editor for the book entitled High-Performance Computing in Finance: Problems, Methods, and Solutions, Chapman and Hall/CRC Financial Mathematics Series. He has supervised and co-supervised 10 PhD students.
Google scholar: https://scholar.google.fi/citations?user=xsOyQN4AAAAJ&hl=fi&oi=ao
Latest publications
Forecasting emergency department occupancy with advanced machine learning models and multivariable input
Tuominen, J., Pulkkinen, E., Peltonen, J., Kanniainen, J., Oksala, N., Palomäki, A. & Roine, A., 2024, In: INTERNATIONAL JOURNAL OF FORECASTING. 40, 4, p. 1410-1420 11 p.Research output: Contribution to journal › Article › Scientific › peer-review
Network analysis of aggregated money flows in stock markets
Karaila, J., Baltakys, K., Hansen, H., Goel, A. & Kanniainen, J., 2024, (E-pub ahead of print) In: Quantitative Finance.Research output: Contribution to journal › Article › Scientific › peer-review
Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market
Mehrdoust, F., Noorani, I. & Kanniainen, J., Jan 2024, In: Mathematics and Computers in Simulation. 215, p. 228-269 42 p.Research output: Contribution to journal › Article › Scientific › peer-review
Augmented bilinear network for incremental multi-stock time-series classification
Shabani, M., Tran, D. T., Kanniainen, J. & Iosifidis, A., Sept 2023, In: Pattern Recognition. 141, 109604.Research output: Contribution to journal › Article › Scientific › peer-review
Credit Card Fraud Detection with Subspace Learning-based One-Class Classification
Zaffar, Z., Sohrab, F., Kanniainen, J. & Gabbouj, M., 2023, 2023 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, p. 407-412 6 p. (IEEE Symposium on Computational Intelligence in Multi-Criteria Decision Making).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Cryptocurrency Portfolio Optimization by Neural Networks: 2023 IEEE Symposium Series on Computational Intelligence (SSCI)
Nguyen, Q. M., Tran, D. T., Kanniainen, J., Iosifidis, A. & Gabbouj, M., 2023, 2023 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, p. 25-32 8 p. (IEEE Symposium on Computational Intelligence in Multi-Criteria Decision Making).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Early Warning Software for Emergency Department Crowding
Tuominen, J., Koivistoinen, T., Kanniainen, J., Oksala, N., Palomäki, A. & Roine, A., May 2023, In: Journal of Medical Systems. 47, 10 p., 66.Research output: Contribution to journal › Article › Scientific › peer-review
Empirical deep hedging
Mikkilä, O. & Kanniainen, J., 2023, In: Quantitative Finance. 23, 1, p. 111-122Research output: Contribution to journal › Article › Scientific › peer-review
Investor trade allocation patterns in stock markets
Baltakys, K., Kanniainen, J., Saramäki, J. & Kivelä, M., Jun 2023, In: JOURNAL OF ECONOMIC BEHAVIOR AND ORGANIZATION. 210, p. 191-209 19 p.Research output: Contribution to journal › Article › Scientific › peer-review
Predicting the state of synchronization of financial time series using cross recurrence plots
Shabani, M., Magris, M., Tzagkarakis, G., Kanniainen, J. & Iosifidis, A., Sept 2023, In: Neural Computing and Applications. 35, 25, p. 18519-18531 13 p.Research output: Contribution to journal › Article › Scientific › peer-review