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Mar, 2025
高频交易中的标签不平衡
Label Unbalance in High-frequency Trading
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Zijian Zhao, Xuming Chen, Jiayu Wen, Mingwen Liu, Xiaoteng Ma
TL;DR
本研究解决了高频交易中回报预测面临的标签不平衡问题。通过采用全面的标签不平衡调整方法的端到端深度学习框架，成功预测了中国期货市场中的高频回报。该方法的代码已公开，具有显著的应用潜力。
Abstract
In financial trading,
Return prediction
is one of the foundation for a successful trading system. By the fast development of the
Deep learning
in various areas such as graphical processing, natural language, it h
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