6 citations · 6 across the 2 of their papers we have counts for
2 papers
cs.LG2026
Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay
Ahmad Makinde
High-Frequency trading (HFT) environments are characterised by large volumes of limit order book (LOB) data, which is notoriously noisy and non-linear. Alpha decay represents a sig…
q-fin.ST2024★ 6 cited
Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data
Ahmad Makinde
Several studies have discussed the impact different optimization techniques in the context of time series forecasting across different Neural network architectures. This paper exam…