Before revision: The ability to give precise and fast prediction for the price movement of stocks is the key to profitability in High Frequency Trading. The main objective of this paper is to propose a novel way of modeling the high frequency trading problem using Deep Neural Networks at its heart and to argue why Deep Learning methods can have a lot of potential in the field of High Frequency Trading.
After revision: Financial trading is at the forefront of time-series analysis, and has grown hand-in-hand with it. The advent of electronic trading has allowed complex machine learning solutions to enter the field of High Frequency Trading.