The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Prediction

arXiv:2606.25986v1 Announce Type: new Abstract: We study whether a scaling-law-style inference-compute frontier appears in limit order book prediction. Using FI-2010 and a suite of models ranging from small decision trees to neural LOB architectures, we find that the realized empirical frontier of predictive loss versus structural forward work is well summarized by a power law. In particular, with MLPLOB held out as an architecture family, a power-law fit to the low- and mid-compute non-MLPLOB frontier extrapolates across multiple orders of magnitude and attains $R^2=0.941$ on the excluded hig

Source: arXiv cs.LG — read the full report at the original publisher.

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