Juho Kanniainen

Professor at Tampere University

Speaker

Dr Juho Kanniainen is a Full Professor at Tampere University, Finland, where he leads the Financial Data Science research group. The group develops low-latency machine learning models for limit order book (LOB) data and, with international collaborators, has published dozens of widely cited papers on purpose-built AI models for forecasting LOB dynamics. Its contributions include the TABL model and its variants, which have become standard benchmark models in academia and have been widely adopted in industry. The group’s newest models, including LOBERT, are transformer-based, work with Level 3 (market-by-order) data, and support flexible prediction tasks. Prof. Kanniainen’s research on financial markets has appeared in leading journals, including IEEE Transactions on Neural Networks and Learning Systems, Pattern Recognition, and the Review of Finance. He co-edited the book High-Performance Computing in Finance (Chapman & Hall/CRC), coordinated two EU projects, HPCFinance and BigDataFinance, which together received €7.5 million in EU funding, and has organized several international conferences. He is currently co-founding a spin-off company that develops AI models for low-latency LOB forecasting.