Multi-horizon forecasting for limit order books

By: Sarah Monaghan
02/02/2022

Watch our live session from AI & Data Science in Trading, September 2021, on Multi-horizon forecasting for limit order books with Stefan Zohren, Research Fellow in ML in Finance, Oxford-Man Institute. 

Learn about:

- Adopting techniques from machine translation to build multi-horizon forecasting models for limit order book data

- Achieving comparable performance to state-of-the-art algorithms on short prediction horizons

-Experimenting with utilizing novel hardware (IPUs) specifically designed for machine intelligence workload, leading to significantly faster training times

Subscribe to Our Free Newsletter

Thanks for signing up! We'll let you know whenever a new article is published.

We respect your privacy, by clicking 'Submit' you will receive our e-newsletter, including information on Webinars, event discounts, online learning opportunities and agree to our User Agreement. You have the right to object. For further information on how we process and monitor your personal data, and information about your privacy and opt-out rights, click here.

Return to Blog