DeepLOB

MaRDI QIDQ56084swMATHFDO

Official website https://arxiv.org/abs/1808.03668

Source code repository https://github.com/zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books

Described by source

• DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

Cited in

(6)

• Deep learning for market by order data
• Spatiotemporal adaptive neural network for long-term forecasting of financial time series
• Reinforcement learning and stochastic optimisation
• TotalView
• TPA-LSTM
• QuantGAN

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