Jeonghwan-Cheon / lob-deep-learning

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

Date Created 2022-11-09 (2 years ago)

Commits 260 (last one 2 years ago)

Stargazers 101 (0 this week)

Watchers 3 (0 this week)

Forks 25

License unknown

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RepositoryStats indexes 630,443 repositories, of these Jeonghwan-Cheon/lob-deep-learning is ranked #304,317 (52nd percentile) for total stargazers, and #416,864 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #57,550/128,655.

Jeonghwan-Cheon/lob-deep-learning is also tagged with popular topics, for these it's ranked: deep-learning (#5,168/8798), transformer (#611/1072), convolutional-neural-networks (#333/567)

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All Topics

lstm transformer deep-learning limit-order-book financial-engineering market-microstructure high-frequency-trading convolutional-neural-networks

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260 commits on the default branch (main) since jan '22

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The only known language in this repository is Python

updated: 2025-03-11 @ 12:39pm, id: 563741024 / R_kgDOIZoBYA