What can DEEP NEURAL NETWORKS (DNN) do with high frequency trading

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Ramin Zahed
535
Ramin Zahed  
Hi all, if you have any ideas about this topic or know articles in this area please share it here
Sergey Golubev
Moderator
109105
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

Levenberg-Marquardt algorithm

Sergey Golubev, 2017.09.19 10:09

and whole the links related to neural network - 

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Neural Network

Neural Network: discussion/development threads

  1. Better NN EA development thread with indicators, pdf files and so on.
  2. Better NN EA final thread
  3. Neural Networks thread (good public discussion)
  4. How to build a NN-EA in MT4: usefull thread for developers.
  5. Radial Basis Network (RBN) - As Fit Filter For Price: the thread 

Neural Network: Indicators and systems development

  1. Self-trained MA cross!: development thread for new generation of the indicators
  2. Levenberg-Marquardt algorithm: development thread

Neural Network: EAs

  1. CyberiaTrader EA: discussion thread and EAs' thread.
  2. Self learning expert thread with EAs' files here.
  3. Artificial Intelligence EAs threads: How to "teach" and to use the AI ("neuron") EA thread and Artificial Intelligence thread
  4. Forex_NN_Expert EA and indicator thread.
  5. SpiNNaker - A Neural Network EA thread

Neural Network: The Books

  1. What to read and where to learn about Machine Learning (10 free books) - the post.

The article

CodeBase


Ramin Zahed
535
Ramin Zahed  

Thank you very much Sergey Golubev with this massive information sources about NN all in one place. I believe that It will be very useful.


But I am specifically focused on using DNN in HFT algorithms. I know that DNN need massive calculations and I have seen some articles about DNN can be used in HFT algo. Here is some recent articles I have gathered :

https://drive.google.com/open?id=1q0ZcqL_r9iBbKC1W5BAsidIeXqaBg1Ne


but I want to know

 - why DNN is good for HFT algorithms?

 - what is the frequency of trading in case of using DNN for HFT algos

 - how it can be implemented while DNN calculations are massive?


Also if you know any firm which started to use DNN in HFT implementations I will appreciate if share with me...
Ramin Zahed
535
Ramin Zahed  
Can anyone help about the above questions?
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