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Reducing market uncertainty with the adoption of Artificial Intelligence (AI)

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Rogerio Figurelli
Moderator
46496
Rogerio Figurelli  
Hello everyone,

The application of Artificial Intelligence (AI) in robots for Forex/Stock Markets/etc. grows more and more, much upon AI hype.

My suggestion is to keep the focus on reducing market uncertainty, as the proposal of this thread.

However, I have received requests regarding Artificial Intelligence applications for HFTs.

And, in that sense, I recommend the following article, with an interesting concept on market microstructure, where we can apply Deep Learning.

Machine Learning for Market Microstructure and High Frequency Trading
"The inference of predictive models from historical data is obviously not new in quantitative finance; ubiquitous examples include coefficient estimation for the CAPM, Fama and French factors, and related approaches. granularity of the data - often microstructure data at the resolution of individual orders, (partial) executions, hidden liquidity, and cancellations - and lack of understanding of how low-level data relates to actionable circumstances (such as profitably buying or selling shares , optimally executing a large order, etc.) In the language of machine learning, such models as CAPM and its variants already prescribe what the relevant variables or "features" are for prediction or modeling (excess returns, book-to-market in many HFT problems one may have no prior intuitions about how (say) the distribution of liquidity in the order book relates to future price movements, if at all. Thus feature selection or feature engineering becomes an important process in machine learning for HFT, and is one of our central themes."

Best,
Rogério Figurelli

Fernando Carreiro
3945
Fernando Carreiro  
Rogerio Figurelli: The application of Artificial Intelligence (AI) in robots for Forex/Stock Markets/etc. grows more and more, much upon AI hype.

My suggestion is to keep the focus on reducing market uncertainty, as the proposal of this thread.

However, I have received requests regarding Artificial Intelligence applications for HFTs.

And, in that sense, I recommend the following article, with an interesting concept on market microstructure, where we can apply Deep Learning.

Machine Learning for Market Microstructure and High Frequency Trading

Thank you for the information! I don't currently use AI in my EAs, but I like keeping apprised on the subject, just in case one day I decide to incorporate such functionality.

Rogerio Figurelli
Moderator
46496
Rogerio Figurelli  
Fernando Carreiro:

Thank you for the information! I don't currently use AI in my EAs, but I like keeping apprised on the subject, just in case one day I decide to incorporate such functionality.


Thanks, Fernando, I believe that, sooner or later, and in one way or another, AI will be present in most EAs.

Rogerio Figurelli
Moderator
46496
Rogerio Figurelli  
Alain Verleyen
Moderator
35107
Alain Verleyen  
Rogerio Figurelli:

Applying Deep Learning to Enhance Momentum Trading Strategies in Stocks
http://cs229.stanford.edu/proj2013/TakeuchiLee-ApplyingDeepLearningToEnhanceMomentumTradingStrategiesInStocks.pdf


Thanks Rogerio, very interesting topic.

Happy to see you here ;-)

vaaniseth06
5
vaaniseth06  
It was nice information for all traders given by you. I like to also adopt it and try this. we can also get various services from various firms so that we can trade well like best option tips provider in India like forms.
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