Stefan Zohren

Learning Rates as a Function of Batch Size: A Random Matrix Theory\n Approach to Neural Network Training

2020 · arXiv (Cornell University)

We study the effect of mini-batching on the loss landscape of deep neural\nnetworks using spiked, field-dependent random matrix theory. We demonstrate\nthat the magnitude of the extremal values of the batch Hessian are larger than\nthose of …

LOBIN: In-Network Machine Learning for Limit Order Books

2023

Machine learning is driving the evolution of algorithmic trading, but the demands for fast execution speed remain. Although both aim to increase profitability, embedding more powerful machine learning approaches and lowering trading latencies are hard …