Zihao Zhang

DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books. 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-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

Deep-Learning-in-Quantitative-Trading. This code is for the book

Multi-Horizon-Forecasting-for-Limit-Order-Books. Jupyter Notebook