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

[Ramin Zahed]

Hi all, if you have any ideas about this topic or know articles in this area please share it here

[Sergey Golubev]

The articles - 

Deep Neural Networks (Part I). Preparing Data

Deep Neural Networks (Part II). Working out and selecting predictors

Deep Neural Networks (Part III). Sample selection and dimensionality reduction

Deep Neural Networks (Part IV). Creating, training and testing a model of neural network

Deep Neural Networks (Part V). Bayesian optimization of DNN hyperparameters

Deep Neural Networks (Part VI). Ensemble of neural network classifiers: bagging

Deep Neural Networks (Part VII). Ensemble of neural networks: stacking

Deep Neural Networks (Part VIII). Increasing the classification quality of bagging ensembles

[Sergey Golubev]

The blogs - 

Deep Neural Networks: A Getting Started Tutorial, Part #1

Deep Neural Networks: A Getting Started Tutorial, Part #2

Deep Neural Networks: A Getting Started Tutorial, Part #3

Deep Neural Networks: A Getting Started Tutorial, Part #4

[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 - 

---------------

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

• Deep neural network with Stacked RBM. Self-training, self-control - MT4
• Using Neural Networks In MetaTrader - MT4
• Price Forecasting Using Neural Networks - MT4
• Recipes for Neuronets - MT4
• Third Generation Neural Networks: Deep Networks - MT5
• Neural Networks Cheap and Cheerful - Link NeuroPro with MetaTrader 5 - MT5
• Creating Neural Network EAs Using MQL5 Wizard and Hlaiman EA Generator - MT5
• Neural network: Self-optimizing Expert Advisor - MT5
• Neural Networks: From Theory to Practice - MT5
• Using MetaTrader 5 Indicators with ENCOG Machine Learning Framework for Timeseries Prediction - MT5
• Using Self-Organizing Feature Maps (Kohonen Maps) in MetaTrader 5 - MT5
• Deep Neural Networks (Part I). Preparing Data - MT5

• Deep Neural Networks (Part II). Working out and selecting predictors - MT5

CodeBase

• Next price predictor using Neural Network - indicator for MetaTrader 4
• ALGLIB - Numerical Analysis Library - library for MetaTrader 4
• MTS Neural network plus MACD - expert for MetaTrader 4
• ArtificialIntelligence_Right - expert for MetaTrader 4
• NeuroNirvamanEA - expert for MetaTrader 4
• Create your own neural network predictor easily (example: MA and RSI Predictors) - indicator for MetaTrader 4
• Automated Trading System "Сombo" - expert for MetaTrader 4
• MTC Neural network plus MACD - expert for MetaTrader 5
• Bollinger Band Width calculation with Neural Network using - expert for MetaTrader 5
• PNN Neural Network Class - library for MetaTrader 5
• GRNN Neural Network Class - library for MetaTrader 5
• RBF Neural Network Class - library for MetaTrader 5
• MLP Neural Network Class - library for MetaTrader 5
• Artificial Intelligence - expert for MetaTrader 5
  

[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]

Can anyone help about the above questions?

[chris Stratford]

Ramin Zahed:
Can anyone help about the above questions?

Use a DLL call to perform DNN in MQL5