Martin Magris

According to our database, Martin Magris authored at least 12 papers between 2017 and 2024.

Collaborative distances:

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

2024

Manifold Gaussian Variational Bayes on the Precision Matrix.

Martin Magris, Mostafa Shabani, Alexandros Iosifidis

Neural Comput., 2024

Probabilistic Survival Analysis by Approximate Bayesian Inference of Neural Networks.

Christian Marius Lillelund, Martin Magris, Christian Fischer Pedersen

CoRR, 2024

2023

Bayesian learning for neural networks: an algorithmic survey.

Martin Magris, Alexandros Iosifidis

Artif. Intell. Rev., October, 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., September, 2023

Variational Inference for GARCH-family Models.

Martin Magris, Alexandros Iosifidis

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

Uncertainty Estimation in Deep Bayesian Survival Models.

Christian Marius Lillelund, Martin Magris, Christian Fischer Pedersen

Proceedings of the IEEE EMBS International Conference on Biomedical and Health Informatics, 2023

2022

Exact Manifold Gaussian Variational Bayes.

Martin Magris, Mostafa Shabani, Alexandros Iosifidis

CoRR, 2022

Quasi Black-Box Variational Inference with Natural Gradients for Bayesian Learning.

Martin Magris, Mostafa Shabani, Alexandros Iosifidis

CoRR, 2022

Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction.

Mostafa Shabani, Dat Thanh Tran, Martin Magris, Juho Kanniainen, Alexandros Iosifidis

Proceedings of the 30th European Signal Processing Conference, 2022

2017

Benchmark Dataset for Mid-Price Prediction of Limit Order Book data.

Adamantios Ntakaris, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis

CoRR, 2017

Tensor representation in high-frequency financial data for price change prediction.

Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis

Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

Long-range auto-correlations in limit order book markets: Inter-and cross-event analysis.

Martin Magris, Jiyeong Kim, Esa Räsänen, Juho Kanniainen

Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017