Arto Thurlin · @joukahainen
0 followers · 33 posts · Server sigmoid.social"Predicting Stock Price Changes Based on the Limit Order Book: A Survey"
#QuantLink #QuantPaper #Survey #LSTM #LOB #TimeSeries #DeepLearning
A comprehensive survey of the latest papers in this exciting new field.
#quantlink #quantpaper #survey #LSTM #lob #TimeSeries #deeplearning
Arto Thurlin · @joukahainen
0 followers · 31 posts · Server sigmoid.socialAn implementation of DeepLOB (Zhang, 2018), using the FI-2010 dataset.
#LSTM #LOB
#LSTM #lob #quantlink #quantpaper #paperswithcode #deeplearning
Arto Thurlin · @joukahainen
0 followers · 30 posts · Server sigmoid.social"Value Premium, Network Adoption, and Factor Pricing ofCrypto Assets"https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3985631
Return momentum in the large-cap group.
#QuantLink #QuantPaper
#Blockchain, #Cryptocurrency, #DeFi, #FactorModels
#quantlink #quantpaper #Blockchain #cryptocurrency #defi #factormodels
Arto Thurlin · @joukahainen
0 followers · 29 posts · Server sigmoid.social#QuantLink #QuantPaper #PapersWithCode
TFTS (TensorFlow Time Series)
https://github.com/LongxingTan/Time-series-prediction
#quantlink #quantpaper #paperswithcode
Arto Thurlin · @joukahainen
0 followers · 28 posts · Server sigmoid.social#QuantLink #QuantPaper #PapersWithCode
High Frequency Trading Framework with Machine/Deep Learning
https://github.com/bradleyboyuyang/ML-HFT
Use of Level-2 order book data, #ML and #deeplearning.
#quantlink #quantpaper #paperswithcode #ml #deeplearning