Ilia Zaznov

Ilia is a PhD student in the department of Computer Science, University of Reading, UK. His PhD research area is an application of machine/deep learning methods to the algorithmic trading. The main topic of the thesis is formulated as “Application of Deep Learning methods to the Limit Order Book and Order Flow Data for Stock Price Prediction”.

• Algorithmic trading
• Machine Learning
• Deep Learning

• Predicting Stock Price Changes Based on the Limit Order Book: A Survey (Ilia Zaznov, Julian Kunkel, Alfonso Dufour, Atta Badii), In Mathematics, Series: 1234, MDPI, ISSN: 2227-7390, 2022-04-09 BibTeX URL DOI PDF

• The Intraday Dynamics Predictor: A TrioFlow Fusion of Convolutional Layers and Gated Recurrent Units for High-Frequency Price Movement Forecasting (Ilia Zaznov, Julian Martin Kunkel, Atta Badii, Alfonso Dufour), ISSN: 2076-3417, BibTeX URL DOI