A pruned lightweight CNN with dynamic feature selection is claimed to achieve 10 ms latency and better RMSE and R² on ETF data, but the evidence is incomplete.
Forecasting stock index futures intraday returns: Functional time series model
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Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning
A pruned lightweight CNN with dynamic feature selection is claimed to achieve 10 ms latency and better RMSE and R² on ETF data, but the evidence is incomplete.