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market-maker-bot
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DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books PublicForked from zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-201…
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svasas
svasas PublicStochastic volatility and adverse selection in the Avellaneda-Stoikov market making model
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