Fazl Barez

The University of Edinburgh

SCHOLARLY PAPERS

2

DOWNLOADS

1,355

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Exploring the Advantages of Transformers for High-Frequency Trading

Number of pages: 20 Posted: 24 Feb 2023
The University of Edinburgh, Department of Computing, Imperial College London, Imperial College London - Department of Computing and Imperial College London - Department of Computing
Downloads 915 (48,135)

Abstract:

Loading...

deep learning, transformers, high-frequency trading, hft

2.

Benchmarking Specialized Databases for High-frequency Data

Number of pages: 29 Posted: 31 Jan 2023
Fazl Barez, Paul Bilokon and Ruijie Xiong
The University of Edinburgh, Department of Computing, Imperial College London and Imperial College London - Department of Computing
Downloads 440 (122,530)

Abstract:

Loading...

databases, high-frequency data, big data, time series