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1. DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books Public

   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-201…

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2. Deep-Learning-in-Quantitative-Trading Deep-Learning-in-Quantitative-Trading Public

   This code is for the book

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3. Multi-Horizon-Forecasting-for-Limit-Order-Books Multi-Horizon-Forecasting-for-Limit-Order-Books Public

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