DeepLOB
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Source code repository: https://github.com/zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
Related Items (3)
Spatiotemporal adaptive neural network for long-term forecasting of financial time series ⋮ Deep Learning for Market by Order Data ⋮ Reinforcement learning and stochastic optimisation
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