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...

Full description

Bibliographic Details
Main Authors: Hong, X, Zheng, C, Zohren, S, Zilberman, N
Format: Conference item
Language:English
Published: IEEE 2023