PrototypeCommon
Jeonghwan-Cheon/lob-deep-learning
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
- Owner
- Jeonghwan-Cheon (personal account)
- Stars
- Stars: 162
- Forks
- Forks: 37
- Language
- Python
- License
- None
- Created
- 2022
- Topics
- financial-engineeringdeep-learningmarket-microstructurehigh-frequency-tradinglimit-order-bookconvolutional-neural-networkslstmtransformer
- Tier
- Prototype (100 to 249 ★) What this tier means
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