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q-fin.TR2024
High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
Christian D. Blakely
We propose an error-correcting model for the microprice, a high-frequency estimator of future prices given higher order information of imbalances in the orderbook. The model takes…
cs.LG2024
Hyperdimensional Vector Tsetlin Machines with Applications to Sequence Learning and Generation
Christian D. Blakely
We construct a two-layered model for learning and generating sequential data that is both computationally fast and competitive with vanilla Tsetlin machines, adding numerous advant…