Quantitative finance

Using Multivariate Time Series Forecasting with Transformers in Finance

In today’s fast-paced financial world, businesses require accurate and timely financial forecasting to make informed decisions. Multivariate time series forecasting has become a popular technique in finance to predict future values of multiple variables simultaneously. It is a statistical method that models the behavior of several interdependent variables over time, considering the historical data of …

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The Intersection of Machine Learning and Tail Risk Management in HFT

Introduction High-Frequency Trading (HFT) has transformed the financial markets, bringing increased liquidity and faster transaction times. However, it has also brought with it new and complex risks, particularly in the area of tail risk. Tail risk refers to the risk of rare and unexpected events that can have a significant impact on the market. In …

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