High‐Frequency Trading and Financial Time‐Series Prediction with Spiking Neural Networks

Abstract

A novel new method is introduced ‐ “unsupervised spike learning” ‐ which predicts spikes in price time series instead of price movement and direction. Three rewarding high‐frequency trading strategies are developed and backtested by Kang Gao, Wayne Luk, and Stephen Weston.

A Review of Recent Advances and Application for Spiking Neural Networks

“…策 略 的 同 时 降 低 风 险 。 Mateńczuk 等[144] 将 SNN 应用于金融时间序列的预测分析中，分析了交 易型开放式指数证券投资基金的风险收益。Gao 等[145] 使用基于 STDP 学习规则的 SNN 无监督学习算 September 18, 2023; Revised date: November 8, 2023Corresponding author: Chai Hongfeng is a professor of the Institute of Financial Technology, Fudan University, and a member of the Chinese Academy of Engineering. His major research field is financial information engineering management.…”