Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay
This episode details the T-KAN model for high-frequency limit order book forecasting. Hosts discuss how T-KAN improves prediction by incorporating underlying market constraints and structural rules, rather than just recognizing historical patterns. Enhancements focus on integrating external data and improving adaptability to ensure trustworthy, real-world financial deployment.