Deep Learning Forecasting in Cryptocurrency High-Frequency Trading

High-Frequency Trading Strategy Based on Deep Neural Networks

High-Frequency Trading

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Improving Stock Return Forecasting by Deep Learning Algorithm

Improving return forecasting is very important for both investors and researchers in financial markets. In this study we try to aim this object by two new methods. First, instead of using traditional variable, gold prices have been used as predictor and compare the results with Goyal's variables. Second, unlike previous researches new machine learning algorithm called Deep learning (DP) has bee...

Machine Learning for Market Microstructure and High Frequency Trading

In this chapter, we overview the uses of machine learning for high frequency trading and market microstructure data and problems. Machine learning is a vibrant subfield of computer science that draws on models and methods from statistics, algorithms, computational complexity, artificial intelligence, control theory, and a variety of other disciplines. Its primary focus is on computationally and...

Minisymposium on High Frequency Trading

Saturday, March 25th R MORNING SESSION, Chair: Sergey Nadtochiy 9:00am-10:00am Sebastian Jaimungal (University of Toronto) 10:00am-10:30am Coffee break 10:30am-11:30am Kevin Li (Tower research Capital, New York) 11:30pm-1:30pm Lunch break R AFTERNOON SESSION, Chair: Sebastian Jaimungal 1:30pm-2:30pm Ciamac Moallemi (Columbia University) 2:30pm-3:00pm Coffee break 3:00pm-4:00pm Sasha Stoikov (Co...