8000 lorenzolucchese (Lorenzo Lucchese) · GitHub
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  1. deepOBs deepOBs Public

    The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.

    45 13

  2. esig esig Public

    Expected Signature Estimators.

    Jupyter Notebook

  3. mcar mcar Public

    Multivariate Continuous-time AutoRegressive (MCAR) processes: Estimation and Inference.

    Jupyter Notebook

  4. multisig multisig Public

    Signature-based multi-modal (image, video and audio) classifier.

    Python 2

0