Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units

21 May 2021

Papers citing "Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units"

12 / 12 papers shown

Title
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Leonardo Berti Gjergji Kasneci AI4TS 47 0 0 12 Feb 2025
Deep Limit Order Book Forecasting Antonio Briola Silvia Bartolucci T. Aste 48 3 0 14 Mar 2024
Transformers versus LSTMs for electronic trading Paul Bilokon Yitao Qiu AI4TS AIFin 26 13 0 20 Sep 2023
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study Matteo Prata Giuseppe Masi Leonardo Berti Viviana Arrigoni Andrea Coletta Irene Cannistraci Svitlana Vyetrenko Paola Velardi N. Bartolini 32 8 0 05 Jul 2023
Market Making with Deep Reinforcement Learning from Limit Order Books Hongli Guo Jianwu Lin Fanlin Huang OffRL 32 2 0 25 May 2023
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets Peer Nagy Jan-Peter Calliess S. Zohren 31 3 0 20 Jan 2023
Axial-LOB: High-Frequency Trading with Axial Attention Damian Kisiel D. Gorse 25 6 0 04 Dec 2022
Accelerating Machine Learning Training Time for Limit Order Book Prediction M. Bennett 16 0 0 17 Jun 2022
NanoBatch Privacy: Enabling fast Differentially Private learning on the IPU Edward H. Lee M. M. Krell Alexander Tsyplikhin Victoria Rege E. Colak Kristen W. Yeom FedML 21 0 0 24 Sep 2021
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding Eghbal Rahimikia S. Zohren S. Poon AIFin 45 11 0 01 Aug 2021
Deep Learning for Market by Order Data Zihao Zhang Bryan Lim S. Zohren 41 23 0 17 Feb 2021
Effective Approaches to Attention-based Neural Machine Translation Thang Luong Hieu H. Pham Christopher D. Manning 220 7,930 0 17 Aug 2015