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牛津大学 - Multi horizon forecasting for limit order books
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https://www.youtube.com/watch?v=U6uY1RdA6VY Multi horizon forecasting for limit order books 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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