{"id":"https://openalex.org/W4283311994","doi":"https://doi.org/10.48550/arxiv.2206.09041","title":"Accelerating Machine Learning Training Time for Limit Order Book Prediction","display_name":"Accelerating Machine Learning Training Time for Limit Order Book Prediction","publication_year":2022,"publication_date":"2022-01-01","ids":{"openalex":"https://openalex.org/W4283311994","doi":"https://doi.org/10.48550/arxiv.2206.09041"},"language":"en","primary_location":{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2206.09041","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false},"type":"preprint","type_crossref":"posted-content","indexed_in":["arxiv","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/abs/2206.09041","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049731111","display_name":"Mark Joseph Bennett","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Bennett, Mark Joseph","raw_affiliation_strings":[],"affiliations":[]}],"institution_assertions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5049731111"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":0,"max":60},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9948,"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":0.9948,"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"}},{"id":"https://openalex.org/T11674","display_name":"Sports Analytics and Performance","score":0.9052,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10100","display_name":"Metaheuristic Optimization Algorithms Research","score":0.9041,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/online-machine-learning","display_name":"Online machine learning","score":0.4780165},{"id":"https://openalex.org/keywords/speedup","display_name":"Speedup","score":0.46352822}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7376065},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.64543927},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.6292808},{"id":"https://openalex.org/C115903097","wikidata":"https://www.wikidata.org/wiki/Q7094097","display_name":"Online machine learning","level":3,"score":0.4780165},{"id":"https://openalex.org/C2780451532","wikidata":"https://www.wikidata.org/wiki/Q759676","display_name":"Task (project management)","level":2,"score":0.46509945},{"id":"https://openalex.org/C68339613","wikidata":"https://www.wikidata.org/wiki/Q1549489","display_name":"Speedup","level":2,"score":0.46352822},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.45859328},{"id":"https://openalex.org/C2777211547","wikidata":"https://www.wikidata.org/wiki/Q17141490","display_name":"Training (meteorology)","level":2,"score":0.44232854},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.42299128},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.41264433},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.17916772},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.11992985},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.10427171},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C201995342","wikidata":"https://www.wikidata.org/wiki/Q682496","display_name":"Systems engineering","level":1,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C153294291","wikidata":"https://www.wikidata.org/wiki/Q25261","display_name":"Meteorology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2206.09041","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"http://arxiv.org/abs/2206.09041","pdf_url":"http://arxiv.org/pdf/2206.09041","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},{"is_oa":false,"landing_page_url":"https://api.datacite.org/dois/10.48550/arxiv.2206.09041","pdf_url":null,"source":{"id":"https://openalex.org/S4393179698","display_name":"DataCite API","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I4210145204","host_organization_name":"DataCite","host_organization_lineage":["https://openalex.org/I4210145204"],"host_organization_lineage_names":["DataCite"],"type":"metadata"},"license":null,"license_id":null,"version":null}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2206.09041","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false},"sustainable_development_goals":[{"display_name":"Industry, innovation and infrastructure","score":0.56,"id":"https://metadata.un.org/sdg/9"}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W98480971","https://openalex.org/W3046370962","https://openalex.org/W2597809628","https://openalex.org/W2164382479","https://openalex.org/W2157978810","https://openalex.org/W2150291671","https://openalex.org/W2146343568","https://openalex.org/W2058965144","https://openalex.org/W2027972911","https://openalex.org/W2013643406"],"abstract_inverted_index":{"Financial":[0],"firms":[1],"are":[2],"interested":[3],"in":[4,89,95,144],"simulation":[5],"to":[6,45,64,76,154,165],"discover":[7],"whether":[8],"a":[9,38],"given":[10],"algorithm":[11,26,104],"involving":[12],"financial":[13,72],"machine":[14,40,73,115],"learning":[15,41,74,116],"will":[16],"operate":[17],"profitably.":[18],"While":[19],"many":[20],"versions":[21],"of":[22,25,52,83,128],"this":[23,58,163],"type":[24],"have":[27],"been":[28],"published":[29,100],"recently":[30],"by":[31,141],"researchers,":[32],"the":[33,46,50,67,71,78,81,84,114,125,145,149,160],"focus":[34],"herein":[35],"is":[36,62,93,110,152],"on":[37],"particular":[39],"training":[42,97,117,168],"project":[43],"due":[44],"explainable":[47],"nature":[48,127],"and":[49,113,173],"availability":[51],"high":[53],"frequency":[54],"market":[55,108],"data.":[56],"For":[57],"task,":[59],"hardware":[60],"acceleration":[61],"expected":[63],"speed":[65],"up":[66],"time":[68,85,169],"required":[69],"for":[70,105],"researcher":[75],"obtain":[77],"results.":[79],"As":[80],"majority":[82],"can":[86,119],"be":[87,120],"spent":[88],"classifier":[90],"training,":[91],"there":[92],"interest":[94],"faster":[96,167],"steps.":[98],"A":[99],"Limit":[101],"Order":[102],"Book":[103],"predicting":[106],"stock":[107],"direction":[109],"our":[111],"subject,":[112],"process":[118],"time-intensive":[121],"especially":[122],"when":[123],"considering":[124],"iterative":[126],"model":[129,175],"development.":[130,176],"To":[131],"remedy":[132],"this,":[133],"we":[134],"deploy":[135],"Graphical":[136],"Processing":[137],"Units":[138],"(GPUs)":[139],"produced":[140],"NVIDIA":[142],"available":[143],"data":[146],"center":[147],"where":[148],"computer":[150],"architecture":[151],"geared":[153],"parallel":[155],"high-speed":[156],"arithmetic":[157],"operations.":[158],"In":[159],"studied":[161],"configuration,":[162],"leads":[164],"significantly":[166],"allowing":[170],"more":[171],"efficient":[172],"extensive":[174]},"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W4283311994","counts_by_year":[],"updated_date":"2025-01-22T17:06:32.176748","created_date":"2022-06-24"}