High-frequency trading on AAPL high-frequency
69.8Return Prediction AccuracyQAT-QF
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| QAT-QFInf. Time (ms/seq)=15.0 ± 0.52026.02 | 69.8 | 0.0085 | 87.9 | 1.81 | |
| BOSSInf. Time (ms/seq)=14.5 ± 0.42026.02 | 64 | 0.0113 | 80.1 | 1.53 | |
| Standard BPEInf. Time (ms/seq)=14.8 ± 0.42026.02 | 63.1 | 0.0125 | 75.8 | 1.41 | |
| SAXInf. Time (ms/seq)=14.2 ± 0.32026.02 | 61.5 | 0.0121 | 77 | 1.38 |