Multi horizon forecasting for limit order books

  Рет қаралды 10,001

Alpha Events

Alpha Events

Күн бұрын

Watch our live session from AI & Data Science in Trading, September 2021, on Multi-horizon forecasting for limit order books with Stefan Zohren, Research Fellow in ML in Finance, Oxford-Man Institute
Learn about:
- Adopting techniques from machine translation to build multi-horizon forecasting models for limit order book data
- Achieving comparable performance to state-of-the-art algorithms on short prediction horizons
-Experimenting with utilizing novel hardware (IPUs) specifically designed for machine intelligence workload, leading to significantly faster training times

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@paix311
@paix311 Жыл бұрын
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