[R], 31 MILLIONS High frequency data, Light GBM worked perfectly

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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 p...