The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Predictioncs.LG
A power-law fit to the empirical inference-compute frontier in LOB prediction suggests a scaling-law-style frontier.
problem Limit order book prediction
method Using a suite of models ranging from small decision trees to neural LOB architectures
result A power-law fit to the low- and mid-compute non-MLPLOB frontier extrapolates across multiple orders of magnitude and attains on the excluded high-compute MLPLOB target frontier.