Market Data

Market data analysis aims to understand and predict market behavior, primarily focusing on financial markets but extending to areas like food commodities and NFTs. Current research emphasizes the use of advanced machine learning techniques, including deep learning models (like LSTMs, recurrent neural networks, and gradient boosted decision trees), reinforcement learning, and novel architectures such as optical reservoir computing and normalizing flows, to improve prediction accuracy and risk management. These advancements are crucial for enhancing investment strategies, risk monitoring, and regulatory oversight across various sectors, improving efficiency and potentially mitigating market instability.

Papers