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Nikolaos Passalis

9 accepted papers

2026

Your Dissimilarities Define You: Complementary Learning Exploiting Class Diversities

CVPR 2026

In this work, we exploit class dissimilarities to provide complementary learning information beyond correct classification, that is not fully utilized in existing learning paradigms. To model these dissimilarities, we introduce the concept of an opposite-class, which consists of everything that is n

Cited by 0SourcecodeScholar
2022

Sentiment-Aware Distillation for Bitcoin Trend Forecasting Under Partial Observability

ICASSP 2022accepted

Deep Learning (DL) models are increasingly used for financial forecasting problems, such as price or trend prediction of a financial asset. However, most methods either rely solely on price information or require difficult to implement data harvesting pipelines, e.g., from social media, to deploy th…

Cited by 0SourceScholar
2020

Adaptive Normalization for Forecasting Limit Order Book Data Using Convolutional Neural Networks

ICASSP 2020accepted

Deep learning models are capable of achieving state-of-the-art performance on a wide range of time series analysis tasks. However, their performance crucially depends on the employed normalization scheme, while they are usually unable to efficiently handle non-stationary features without first appro…

Cited by 0SourceScholar
2020

Heterogeneous Knowledge Distillation Using Information Flow Modeling

CVPR 2020poster

Knowledge Distillation (KD) methods are capable of transferring the knowledge encoded in a large and complex teacher into a smaller and faster student. Early methods were usually limited to transferring the knowledge only between the last layers of the networks, while latter approaches were capable…

Cited by 177PDFcodeScholar
2019

Deep Reinforcement Learning for Financial Trading Using Price Trailing

ICASSP 2019accepted

Developing accurate financial analysis tools can be useful both for speculative trading, as well as for analyzing the behavior of markets and promptly responding to unstable conditions ensuring the smooth operation of the financial markets. This led to the development of various methods for analyzin…

Cited by 0SourceScholar
2019

Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series

ICASSP 2019accepted

Forecasting time series has several applications in various domains. The vast amount of data that are available nowadays provide the opportunity to use powerful deep learning approaches, but at the same time pose significant challenges of high-dimensionality, velocity and variety. In this paper, a n…

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2019

Variance Preserving Initialization for Training Deep Neuromorphic Photonic Networks with Sinusoidal Activations

ICASSP 2019accepted

Photonic neuromorphic hardware can provide significant performance benefits for Deep Learning (DL) applications by accelerating and reducing the energy requirements of DL models. However, photonic neuromorphic architectures employ different activation elements than those traditionally used in DL, sl…

Cited by 0SourceScholar
2018

Learning Deep Representations with Probabilistic Knowledge Transfer

ECCV 2018poster

Knowledge Transfer (KT) techniques tackle the problem of transferring the knowledge from a large and complex neural network into a smaller and faster one. However, existing KT methods are tailored towards classification tasks and they cannot be used efficiently for other representation learning task…