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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…
- Propriétaire
- zcakhaa (compte personnel)
- Étoiles
- Étoiles : 619
- Forks
- Forks : 255
- Langage
- Jupyter Notebook
- Licence
- Aucune
- Création
- 2020
- Rang
- Alpha (250 à 699 ★) Ce que veut dire ce rang
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