High-Frequency Trading Price-Spike Prediction on HFT Backtesting Dataset (1-month)
1.8241Final EquityModel 1-PSA
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Model 1-PSAArchitecture=Model 1 (Replication), Optimization=Penalized Spike Accuracy (PSA)2025.12 | 1.8241 | 82.41 | 101,126 | |
| Model 2-PSAArchitecture=Model 2 (Novel Extended SNN), Optimization=Penalized Spike Accuracy (PSA)2025.12 | 1.768 | 76.8 | 83,673 | |
| Model 3Architecture=Model 3 (Supervised Feedforward SNN)2025.12 | 1.4247 | 42.47 | 51,229 | |
| Model 1-SAArchitecture=Model 1 (Replication), Optimization=SA2025.12 | 1.2963 | 29.63 | 36,336 | |
| Model 2-SAArchitecture=Model 2 (Novel Extended SNN), Optimization=SA2025.12 | 1.2952 | 29.52 | 41,141 |