LOBIN: in-network machine learning for limit order books

Machine learning is driving the evolution of algorithmic trading, but the demands for fast execution speed remain. Although both aim to increase profitability, embedding more powerful machine learning approaches and lowering trading latencies are hard to achieve simultaneously. Offloading machine le...

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Hlavní autoři: Hong, X, Zheng, C, Zohren, S, Zilberman, N
Médium: Conference item
Jazyk:English
Vydáno: IEEE 2023