Multi horizon forecasting for limit order books
Alpha Events Alpha Events
649 subscribers
9,193 views
0

 Published On Feb 1, 2022

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

show more

Share/Embed