most citedOptimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data

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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…