{"id":"https://openalex.org/W4404031776","doi":"https://doi.org/10.1109/icccnt61001.2024.10724737","title":"Improving Market Efficiency and Profitability in High-Frequency Trading Using Neural Network-Based Deep Learning Techniques","display_name":"Improving Market Efficiency and Profitability in High-Frequency Trading Using Neural Network-Based Deep Learning Techniques","publication_year":2024,"publication_date":"2024-06-24","ids":{"openalex":"https://openalex.org/W4404031776","doi":"https://doi.org/10.1109/icccnt61001.2024.10724737"},"language":"en","primary_location":{"id":"doi:10.1109/icccnt61001.2024.10724737","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icccnt61001.2024.10724737","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 15th International Conference on Computing Communication and Networking Technologies (ICCCNT)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074526614","display_name":"Sameer Yadav","orcid":null},"institutions":[{"id":"https://openalex.org/I168893459","display_name":"University of Allahabad","ror":"https://ror.org/03vrx7m55","country_code":"IN","type":"education","lineage":["https://openalex.org/I168893459"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Sameer Yadav","raw_affiliation_strings":["University of Allahabad,Department of Commerce and Business Administration,Prayagraj,Uttar Pradesh,India"],"affiliations":[{"raw_affiliation_string":"University of Allahabad,Department of Commerce and Business Administration,Prayagraj,Uttar Pradesh,India","institution_ids":["https://openalex.org/I168893459"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008034974","display_name":"Archana Singh","orcid":"https://orcid.org/0000-0002-0203-084X"},"institutions":[{"id":"https://openalex.org/I168893459","display_name":"University of Allahabad","ror":"https://ror.org/03vrx7m55","country_code":"IN","type":"education","lineage":["https://openalex.org/I168893459"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Archana Singh","raw_affiliation_strings":["University of Allahabad,Department of Commerce and Business Administration,Prayagraj,Uttar Pradesh,India"],"affiliations":[{"raw_affiliation_string":"University of Allahabad,Department of Commerce and Business Administration,Prayagraj,Uttar Pradesh,India","institution_ids":["https://openalex.org/I168893459"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100696254","display_name":"Sanjay Kumar Singh","orcid":"https://orcid.org/0000-0002-9061-6313"},"institutions":[{"id":"https://openalex.org/I186246823","display_name":"University of Lucknow","ror":"https://ror.org/03bdeag60","country_code":"IN","type":"education","lineage":["https://openalex.org/I186246823"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Sanjay Kumar Singh","raw_affiliation_strings":["University of Lucknow,Shri Jai Narain Misra PG College (KKC),Lucknow,Uttar Pradesh,India"],"affiliations":[{"raw_affiliation_string":"University of Lucknow,Shri Jai Narain Misra PG College (KKC),Lucknow,Uttar Pradesh,India","institution_ids":["https://openalex.org/I186246823"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100779003","display_name":"Vikas Singh","orcid":"https://orcid.org/0000-0002-8355-6519"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Vibhu Prakash Singh","raw_affiliation_strings":["Prof. Rajendra Singh (Rajju Bhaiya) University,Shambhunath College of Education,Prayagraj,Uttar Pradesh,India"],"affiliations":[{"raw_affiliation_string":"Prof. Rajendra Singh (Rajju Bhaiya) University,Shambhunath College of Education,Prayagraj,Uttar Pradesh,India","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034865596","display_name":"Veera Ankalu Vuyyuru","orcid":"https://orcid.org/0000-0003-0724-2419"},"institutions":[{"id":"https://openalex.org/I875944469","display_name":"Koneru Lakshmaiah Education Foundation","ror":"https://ror.org/02k949197","country_code":"IN","type":"education","lineage":["https://openalex.org/I875944469"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Veera Ankalu. Vuyyuru","raw_affiliation_strings":["Koneru Lakshmaiah Education Foundation,Department of CSE,Vaddeswaram,Andhra Pradesh,India"],"affiliations":[{"raw_affiliation_string":"Koneru Lakshmaiah Education Foundation,Department of CSE,Vaddeswaram,Andhra Pradesh,India","institution_ids":["https://openalex.org/I875944469"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5016889165","display_name":"A. Balakumar","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"A. Balakumar","raw_affiliation_strings":["K.Ramakrishnan College of Engineering,Department of ECE,Trichy,India"],"affiliations":[{"raw_affiliation_string":"K.Ramakrishnan College of Engineering,Department of ECE,Trichy,India","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5074526614"],"corresponding_institution_ids":["https://openalex.org/I168893459"],"apc_list":null,"apc_paid":null,"fwci":1.032,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.80318285,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9648000001907349,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9648000001907349,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/profitability-index","display_name":"Profitability index","score":0.7498564720153809},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6424626708030701},{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"High-frequency trading","score":0.6247360706329346},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6161863803863525},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.5350275039672852},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.43998560309410095},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.32786792516708374},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.32512494921684265},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.2503906488418579},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.12235555052757263}],"concepts":[{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.7498564720153809},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6424626708030701},{"id":"https://openalex.org/C24683644","wikidata":"https://www.wikidata.org/wiki/Q138372","display_name":"High-frequency trading","level":3,"score":0.6247360706329346},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6161863803863525},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.5350275039672852},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.43998560309410095},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.32786792516708374},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.32512494921684265},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.2503906488418579},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12235555052757263}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icccnt61001.2024.10724737","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icccnt61001.2024.10724737","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2024 15th International Conference on Computing Communication and Networking Technologies (ICCCNT)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W3084034510","https://openalex.org/W3098583349","https://openalex.org/W3159875166","https://openalex.org/W3175514451","https://openalex.org/W3186338892","https://openalex.org/W3206854471","https://openalex.org/W3208493601","https://openalex.org/W4220910858","https://openalex.org/W4319083788","https://openalex.org/W4377102997","https://openalex.org/W4383497962","https://openalex.org/W4386702990","https://openalex.org/W6794612771"],"related_works":["https://openalex.org/W2553031590","https://openalex.org/W2772541354","https://openalex.org/W2947561447","https://openalex.org/W4400259839","https://openalex.org/W2491678934","https://openalex.org/W2149348000","https://openalex.org/W2342829690","https://openalex.org/W2504476032","https://openalex.org/W2461261851","https://openalex.org/W3015595311"],"abstract_inverted_index":{"The":[0],"financial":[1,188],"markets":[2],"have":[3],"witnessed":[4],"the":[5,15,61,72,105,113,116,134,137,166,184,195,200,204],"rise":[6],"of":[7,18,86,115,136,168,186],"High-frequency":[8],"trading":[9,77,122,130,154],"(HFT),":[10],"which":[11],"is":[12,99,131,141,191,211],"distinguished":[13],"by":[14,21],"quick":[16],"execution":[17],"deals":[19],"encouraged":[20],"algorithmic":[22],"methods":[23],"and":[24,44,55,64,80,95,103,107,124,149,181],"advanced":[25],"technological":[26],"infrastructure.":[27],"This":[28],"paper":[29],"suggests":[30],"a":[31],"unique":[32],"way":[33],"to":[34,51,75,101,159,193],"use":[35],"deep":[36,169],"learning":[37,170],"techniques,":[38],"namely":[39],"Long":[40],"Short-Term":[41],"Memory":[42],"(LSTM)":[43],"Gated":[45],"Recurrent":[46],"Unit":[47],"(GRU)":[48],"neural":[49,138],"networks,":[50],"improve":[52],"market":[53,70,88,179],"efficiency":[54],"profitability":[56],"in":[57,68,119],"HFT.":[58],"By":[59,198],"using":[60],"non-linear":[62],"patterns":[63],"temporal":[65],"dependencies":[66],"seen":[67],"high-frequency":[69,129],"data,":[71,89],"method":[73],"seeks":[74],"enhance":[76],"strategy":[78],"optimization":[79],"forecast":[81],"accuracy.":[82],"A":[83],"comprehensive":[84],"analysis":[85],"historical":[87],"including":[90],"price":[91],"movements,":[92],"volume":[93],"dynamics,":[94],"order":[96],"book":[97],"information,":[98],"conducted":[100],"train":[102],"evaluate":[104],"LSTM":[106],"GRU":[108],"models.":[109],"Through":[110],"rigorous":[111],"experimentation":[112],"effectiveness":[114],"proposed":[117,201],"approach":[118],"generating":[120],"profitable":[121],"signals":[123],"mitigating":[125],"risks":[126],"associated":[127],"with":[128,203],"assessed.":[132],"Additionally,":[133],"interpretability":[135],"network":[139],"models":[140],"explored,":[142],"providing":[143],"insights":[144],"into":[145],"their":[146],"decision-making":[147],"process":[148],"identifying":[150],"key":[151],"factors":[152],"influencing":[153],"performance.":[155],"These":[156],"findings":[157],"contribute":[158],"ongoing":[160],"research":[161],"efforts":[162],"aimed":[163],"at":[164],"harnessing":[165],"power":[167],"for":[171,178],"enhancing":[172],"HFT":[173],"capabilities,":[174],"offering":[175],"valuable":[176],"implications":[177],"participants":[180],"regulators":[182],"navigating":[183],"complexities":[185],"modern":[187],"markets.":[189],"Python":[190],"used":[192],"implement":[194],"suggested":[196],"work.":[197],"comparing":[199],"study":[202],"present":[205],"RNN,":[206],"BiLSTM":[207],"approach,":[208],"98%":[209],"accuracy":[210],"achieved.":[212]},"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2025-12-27T23:08:20.325037","created_date":"2025-10-10T00:00:00"}