35 citations · 225 across the 65 of their papers we have counts for
5 papers · 1 filter
Visual Time Series Forecasting: An Image-driven Approach
Srijan Sood, Zhen Zeng, Naftali Cohen +2
Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users…
SURF: Improving classifiers in production by learning from busy and noisy end users
Joshua Lockhart, Samuel Assefa, Ayham Alajdad +3
Supervised learning classifiers inevitably make mistakes in production, perhaps mis-labeling an email, or flagging an otherwise routine transaction as fraudulent. It is vital that…
The Importance of Low Latency to Order Book Imbalance Trading Strategies
David Byrd, Sruthi Palaparthi, Maria Hybinette +1
There is a pervasive assumption that low latency access to an exchange is a key factor in the profitability of many high-frequency trading strategies. This belief is evidenced by t…
Some people aren't worth listening to: periodically retraining classifiers with feedback from a team of end users
Joshua Lockhart, Samuel Assefa, Tucker Balch +1
Document classification is ubiquitous in a business setting, but often the end users of a classifier are engaged in an ongoing feedback-retrain loop with the team that maintain it.…
Adversarial Attacks on Machine Learning Systems for High-Frequency Trading
Micah Goldblum, Avi Schwarzschild, Ankit B. Patel +1
Algorithmic trading systems are often completely automated, and deep learning is increasingly receiving attention in this domain. Nonetheless, little is known about the robustness…