Idiosyncrasies and challenges of data driven learning in electronic trading
Vangelis Bacoyannis, Vacslav Glukhov, Tom Jin, Jonathan Kochems, Doo Re Song
HN submission. Found in a submission link or body. Submitters do not count as commenters in the main ranking; a submission is not an endorsement.
Abstract
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 comments
Accepted for NIPS 2018 Workshop on Challenges and Opportunities for AI in Financial Services: the Impact of Fairness, Explainability, Accuracy, and Privacy