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09/20/2023
Transformers versus LSTMs for electronic trading
With the rapid development of artificial intelligence, long short term m...
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09/14/2023
Applying Deep Learning to Calibrate Stochastic Volatility Models
Stochastic volatility models, where the volatility is a stochastic proce...
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09/10/2023
A compendium of data sources for data science, machine learning, and artificial intelligence
Recent advances in data science, machine learning, and artificial intell...
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09/08/2023
C++ Design Patterns for Low-latency Applications Including High-frequency Trading
This work aims to bridge the existing knowledge gap in the optimisation ...
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01/29/2023
Benchmarking Specialized Databases for High-frequency Data
This paper presents a benchmarking suite designed for the evaluation and...
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07/05/2021
