![[R], 31 MILLIONS High frequency data, Light GBM worked perfectly](https://d2xsxph8kpxj0f.cloudfront.net/310419663032563854/konzwo8nGf8Z4uZsMefwMr/default-img-circuit-gold-PMJWD5qsqGfXwX8w9a97Cb.webp)
[R], 31 MILLIONS High frequency data, Light GBM worked perfectly
We just published a paper on predicting adverse selection in high-frequency crypto markets using LightGBM , and I wanted to share it here because the findings are directly relevant to anyone dealing high frequency data and machine learning The core problem we solved: Every market maker's nightmare — getting picked off by informed traders right before a big move. We built a model that flags those toxic seconds before they wreck you. The data: - 31,081,463 second-level observations of BTC/USDT perpetual futures on Bybit - February 2025 → February 2026 (381 raw daily files) - Strict walk-forward regime, zero lookahead bias The key results (this is the part that shocked us): Our TailScore metric — which combines predicted toxicity probability with predicted price move severity — flags the top
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Your PyTorch Model Is Slower Than You Think: This Is the Reason Why
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The CEO Building the Most Powerful AI on Earth Just Admitted It Will Destroy Half Your Industry.
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![[D] ICML Reviewer Acknowledgement](https://d2xsxph8kpxj0f.cloudfront.net/310419663032563854/konzwo8nGf8Z4uZsMefwMr/default-img-matrix-rain-CvjLrWJiXfamUnvj5xT9J9.webp)
[D] ICML Reviewer Acknowledgement
Hi, I'm a little confused about ICML discussion period Does the period for reviewer acknowledging responses have already ended? One of the four reviewers did not present any answer to a paper of mine. Do you know if the reviewer can still change their score before April 7th? There is a reviewer comment that I will answer on Monday. Will the reviewer be able to update the score after seeing my answer? Thanks! submitted by /u/Massive_Horror9038 [link] [comments]
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