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portfolio

publications

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading

Published in The Journal of Financial Data Science, 2024

Submitted for review — Hybrid VAR + Neural Network for OFI prediction in HFT.

Recommended citation: Abdul Rahman, Neelesh Upadhye. (2024). "Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading." The Journal of Financial Data Science. Submitted for review.
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talks

teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

Teaching experience 2

Workshop, University 1, Department, 2015

This is a description of a teaching experience. You can use markdown like any other post.