Can machine learning unlock new insights into high-frequency trading?

By Gbenga Ibikunle, Ben Moews, Khaladdin Rzayev

Published 2024-03-17

Everscope rating

1604.9

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Machine Learning for HFT Activity Estimation. Problem types: Regression, Time Series Forecasting.

arXiv:2405.08101 · Paper rankings

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