Idiosyncrasies and challenges of data driven learning in electronic trading [article]

Vangelis Bacoyannis, Vacslav Glukhov, Tom Jin, Jonathan Kochems, Doo Re Song
2018 arXiv   pre-print
We outline the idiosyncrasies of neural information processing and machine learning in quantitative finance. We also present some of the approaches we take towards solving the fundamental challenges we face.
arXiv:1811.09549v2 fatcat:yknmwftlujhhbilnn36xmm4o6q