{"id":"W4417517894","doi":"10.33545/27075923.2020.v1.i2a.110","title":"Integrating AI-powered market microstructure analytics into cloud-based high-frequency trading platforms","year":2020,"lang":"","type":"article","venue":"International Journal of Circuit Computing and Networking","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Intertek (Canada)","funders":"","keywords":"Algorithmic trading; Analytics; Market microstructure; High-frequency trading; Trading strategy; Cloud computing; Predictive analytics; Volatility (finance); Market liquidity","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00100805,0.0009578035,0.0005853954,0.0009649856,0.0005046836,0.002894117,0.001773083,0.0005841525,0.001796247],"category_scores_gemma":[0.004010065,0.000372796,0.0005836775,0.001098389,0.0007400503,0.003103726,0.001920654,0.001521511,0.0008173598],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001044265,"about_ca_system_score_gemma":0.001779494,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006790203,"about_ca_topic_score_gemma":0.006713345,"domain_scores_codex":[0.9993117,0.00009164742,0.00004438776,0.0001658122,0.0002684825,0.0001179066],"domain_scores_gemma":[0.9982327,0.0004225366,0.0001979524,0.0005524734,0.0003301217,0.000264216],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001160429,0.0006730481,0.04103477,0.0004303443,0.0004492588,0.001055719,0.0007864814,0.5659989,0.03818756,0.07861456,0.0195698,0.2520391],"study_design_scores_gemma":[0.00002641912,0.00004468688,0.00194126,0.00001994949,0.00001845487,0.00003995413,0.0000829333,0.9593516,0.004559465,0.02945136,0.00443896,0.00002488478],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2117016,0.001657603,0.7297025,0.003069453,0.0005117333,0.0005655727,0.002650402,0.03051753,0.01962359],"genre_scores_gemma":[0.845808,0.000630256,0.1487822,0.0005035935,0.0001248632,0.0001252847,0.001822696,0.000534486,0.001668565],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006790203,"threshold_uncertainty_score":0.01350135,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0619161943371091,"score_gpt":0.347964715946259,"score_spread":0.2860485216091499,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}