lob-deep-learning
PublicImplementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
convolutional-neural-networksdeep-learningfinancial-engineeringhigh-frequency-tradinglimit-order-booklstmmarket-microstructuretransformer
Creat:2022-11-09T16:32:21
Update:2025-03-11T10:26:54
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