zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books

Issues

• LSE data avaliable?

  #25 opened 2 years ago by ownnaruto
  2

• ❗ Target leakage in your method

  #17 opened 3 years ago by andrewsonin
  9

• Unable to replicate dataset's labaling

  #20 opened 3 years ago by AvivAlloni
  4

• small model size

  #24 opened 2 years ago by mehul-quantfi
  0

• LSE是等事件宽度截面还是等时间宽度的截面

  #23 opened 2 years ago by chinaliwenbo
  1

• Why the normlization method is different to the paper?

  #22 opened 3 years ago by 772435284
  1

• the accuracy is very low when applying to 1 second ES futures orderbook data

  #21 opened 3 years ago by Ray-0403
  5

• CNN Kernel Size

  #19 opened 3 years ago by deeepwin
  1

• Why the final accuracy become larger when the prediction horizon increase?

  #18 opened 3 years ago by ericyue
  1

• about mc-dropout

  #16 opened 3 years ago by ericyue
  2

• How do you implement the z-score normalization in the pre-processing progress?

  #15 opened 3 years ago by pngingg
  0

• Query on recreation issue - Macro F1 or weighted F1 usesd? How skewness is handled?

  #14 opened 3 years ago by PraAnj
  4

• acc很高, 老哥label分布是咋样的

  #13 opened 4 years ago by PriceDance
  2

• Why only use 40 features on the benchmark dataset?

  #12 opened 4 years ago by johnsyin
  0

• The label Extraction

  #11 opened 4 years ago by HaishuoFang
  11

• Another question for help

  #5 opened 4 years ago by willinglion
  14

• Question about the label in code

  #10 opened 4 years ago by isjjhang
  2

• A question regarding threshold for the percentage change

  #9 opened 4 years ago by shadow111
  4

• another question regarding alpha paramtres for dataset labeling

  #8 opened 4 years ago by shadow111
  1

• Unable to replicate result

  #7 opened 4 years ago by deancorleone00
  1

• Original Dataset

  #6 opened 4 years ago by blutooth
  3

• how can you train 6m LSE data by the method fit

  #4 opened 4 years ago by willinglion
  4

• Which price do you use in the Simple Trading Simulation

  #3 opened 4 years ago by halcyone215
  8

• Which version of keras?

  #2 opened 4 years ago by deancorleone00
  2

• Fix errors in run_train_represent.ipynb

  #1 opened 5 years ago by PraAnj
  0