CNN-LSTM_Limit_Order_Book

This release contains the first version of the independently developed Keras/Tensorflow model for Limit Order Book forecasting originally proposed by Zhang et al. (https://arxiv.org/pdf/1808.03668.pdf) and discussed by Briola et al. (https://arxiv.org/pdf/2007.07319.pdf).

CNN-LSTM_Limit_Order_Book

This release contains the first version of the independently developed Keras/Tensorflow model for Limit Order Book forecasting originally proposed by Zhang et al. (https://arxiv.org/pdf/1808.03668.pdf) and discussed by Briola et al. (https://arxiv.org/pdf/2007.07319.pdf).

Second Release

This release contains the first version of the independently developed Keras/Tensorflow model for Limit Order Book forecasting originally proposed by Zhang et al. (https://arxiv.org/pdf/1808.03668.pdf) and discussed by Briola et al. (https://arxiv.org/pdf/2007.07319.pdf).

First Release

This release contains the first version of the independently developed Keras/Tensorflow model for Limit Order Book forecasting originally proposed by Zhang et al. (https://arxiv.org/pdf/1808.03668.pdf) and discussed by Briola et al. (https://arxiv.org/pdf/2007.07319.pdf).