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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 interested readers can check out their paper.
cafeii
This is a reproduction of the paper DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
dimasthoriq
A replication of the paper "DeepLOB Deep Convolutional Neural Networks for Limit Order Books"
jipson7
https://github.com/zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books/blob/master/jupyter/run_train_tensorflow-version2.ipynb
Mirror of zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
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