Juho Kanniainen

Professor at Tampere University

Speaker

Dr Juho Kanniainen is a Full Professor of Financial Data Science at Tampere University, Finland, where he leads the Financial Computing and Data Analytics research group. His group has been at the forefront of developing low-latency machine learning models for Limit Order Book (LOB) data. Together with international collaborators, they have published dozens of papers that have attracted wide interest from both academia and industry. Among their contributions, the TABL model (https://doi.org/10.1109/TNNLS.2018.2869225) and its variants are recognized as some of the most accurate worldwide for predicting mid-price movements from LOB data. His data science research on financial markets, using diverse methodological approaches, has been published in top-tier journals including IEEE Transactions on Neural Networks and Learning Systems, Pattern Recognition, and the Review of Finance. He has also co-edited the book High-Performance Computing in Finance (Chapman & Hall). Prof. Kanniainen has coordinated two EU projects, HPCFinance and BigDataFinance, which together secured €7.5 million in EU funding. He has organized several international conferences