tanvipotdar / LOBMidPricePrediction Public

Notifications You must be signed in to change notification settings
Fork 6
Star 14

Create a mid-price classifier for limit order books using a CNN and LSTM

14 stars 6 forks Branches Tags Activity

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 32 Commits
final_code		final_code
notebooks		notebooks
research		research
README.md		README.md

Repository files navigation

Mid-Price Prediction in a Limit Order Book using Deep Learning Models

About

Create a mid-price classifier for limit order books using a CNN and LSTM

keras lstm rnn limit-order-book cnn-classification cnn-lstm

Report repository

Releases

No releases published

Packages

No packages published

Languages