AlphaUncommon
zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and…
- Owner
- zcakhaa (personal account)
- Stars
- Stars: 619
- Forks
- Forks: 255
- Language
- Jupyter Notebook
- License
- None
- Created
- 2020
- Tier
- Alpha (250 to 699 ★) What this tier means
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