DeepLOB-Deep-Convolutional-Neural-Networks-For-Limit-Order-Books
Visit ToolDeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books is an open-source Finance tool that demonstrates deep convolutional neural networks for limit order book analysis. It uses the FI-2010 dataset and provides model architectures in both TensorFlow and PyTorch.
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