# Any papers on use of convolution neural network for predicting price and hedagability when market making

My idea:

CNN takes following input

Market Depth

My previous position price and position size when MM for current snapshot

Market book for past 10 to 30 snapshots


output:

Time taken to close both positions, long and short

Price change.


Are there any papers resembling my idea?

• Do you have the training data for this? – Attack68 Mar 24 at 7:32
• @Attack68 yes, my client has agreed to test with current basic software he uses, and I will add code to log everything regarding order fullfillment and market book – FX_NINJA Mar 24 at 10:09