Bayesian Machine Learning on the Limit Order Book

BMLL技术公司是从剑桥大学工程系分拆出来的。BMLL与世界领先的交易场所合作，在微观层面整理市场数据，将其规范化，然后通过将其与云计算能力和最新的机器学习技术相结合，使用户能够从中提取价值。2016年，金融数据和分析是265亿美元的市场（来源：伯顿泰勒咨询公司）。由于新的后信贷紧缩立法，这一数字预计将随着金融市场经验监督和合规的重要性而增长。然而，许多机构并不具备获取或使用内部微观数据的财务资源或能力，这意味着，目前的系统容易受到高频交易社区滥用数据的指控，正如畅销书《闪光男孩》（Flash Boys）中广泛提到的那样。在InnovateUK的资助下，BMLL将能够向市场推出一套软件，允许将模式识别应用于这些数据，从而首次在全球范围内发现市场滥用行为。随后，为该项目开发的IP将能够用于BMLL平台的其他部分，从而带来额外的好处。

BMLL Technologies is a spin-off from the Engineering department at Cambridge University. BMLL works in conjunction with the world's leading trading venues to collate market data at the microscopic level, normalize it and then enable users to extract value from it by combing it with cloud computing power and the latest techniques in machine learning. In 2016 financial data and analytics was a $26.5 billion market (source Burton Taylor Consultancy). This is a number forecast to grow with the importance of empirical survellience and compliance in the financial markets due to new post credit-crunch legislation. Yet many institutions do not have the financial resources or abilities to access or use microscopic data in-house, meaning the current system has been open to accusations of abuse from the high-frequency trading community as popularly related in the best-selling book "Flash Boys". With the InnovateUK funding BMLL will be able to bring to market a software suite allowing pattern recognition to be applied to this data, enabling market abuse to be detected on a global basis for the first time. Subsequently the IP developed for this project will be able to be used in other parts of the BMLL platform, bringing additional benefits.