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 Data Science. 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.
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, Pattern Recognition, and the Review of Finance. 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
Risk reduced sparse index tracking portfolio: A topological data analysis approach
Goel, A., Pasricha, P. & Kanniainen, J., Jan 2026, In: Omega. 138, 103432.Research output: Contribution to journal › Article › Scientific › peer-review
Electricity Market Turbulence: Price Fluctuations in Wholesale Electricity Markets in Finland
Pikkarainen, M., Laine, J., Järventausta, P. & Kanniainen, J., 2025, 2025 IEEE PES Innovative Smart Grid Technologies Conference Europe (ISGT Europe). IEEE, 5 p. (IEEE PES Innovative Smart Grid Technologies Conference Europe).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Forecasting Mortality Associated Emergency Department Crowding with LightGBM and Time Series Data
Nevanlinna, J., Eidstø, A., Ylä-Mattila, J., Koivistoinen, T., Oksala, N., Kanniainen, J., Palomäki, A. & Roine, A., 15 Jan 2025, In: Journal of Medical Systems. 49, 1, 1 p., 9.Research output: Contribution to journal › Article › Scientific › peer-review
Optimizing the Logistical Routing of Agricultural Side-Streams to a Biogas Plant for a Circular Bioeconomy Implementation
Eloranta, K., Koskela, O., Tampio, E., Kanniainen, J. & Saari, U., Jun 2025, In: Bioresource technology reports. 30, 102097.Research output: Contribution to journal › Article › Scientific › peer-review
Optimizing the Output of Long Short-Term Memory Cell for High-Frequency Forecasting in Financial Markets
Ntakaris, A., Gabbouj, M. & Kanniainen, J., 1 Oct 2025, (E-pub ahead of print) In: IEEE Transactions on Neural Networks and Learning Systems.Research output: Contribution to journal › Article › Scientific › peer-review
Topological clustering of agents in information contagions: Application to financial markets
Goel, A., Hansen, H. & Kanniainen, J., Apr 2026, In: Expert Systems with Applications. 305, 20 p.Research output: Contribution to journal › Article › Scientific › peer-review
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, In: Quantitative Finance. 24, 10, p. 1423-1443Research 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