You can also find my articles on my Google Scholar profile.
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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Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters
Published in Preprint (arXiv), 2024
Preprint — Bayesian optimization of Supertrend indicator for return maximization.
Recommended citation: Abdul Rahman. (2024). "Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters." arXiv preprint. doi:10.48550/arXiv.2405.14262
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