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q-fin.ST2024
Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading
Adamantios Ntakaris, Gbenga Ibikunle
High-frequency trading (HFT) has transformed modern financial markets, making reliable short-term price forecasting models essential. In this study, we present a novel approach to…
q-fin.ST2024
Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
Adamantios Ntakaris, Gbenga Ibikunle
This study presents an autonomous experimental machine learning protocol for high-frequency trading (HFT) stock price forecasting that involves a dual competitive feature importanc…