lob simulations phd project
☆19Feb 21, 2026Updated 7 months ago
Alternatives and similar repositories for lobSimulations
Users that are interested in lobSimulations are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆11Oct 6, 2020Updated 6 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated last year
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 3 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- Modern Methods of Applied Statistics (Spring 2023) STAT 34800☆10May 20, 2023Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Jax implementation of "Griffin: Mixing Gated Linear Recurrences with Local Attention for Efficient Language Models"☆16May 10, 2024Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14May 27, 2024Updated 2 years ago
- ☆10Oct 24, 2023Updated 2 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 3 years ago
- Documentation☆11Jun 10, 2024Updated 2 years ago
- AMM Volume Bot: An intelligent, customizable bot for creating consistent trading volume on decentralized exchanges. Features Gaussian dis…☆16Jul 27, 2024Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 3 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆13Jun 22, 2025Updated last year
- The world's first live open-source trading algorithm. Use our money to test your automated stock/FX/crypto trading strategies. All change…☆15Jul 6, 2022Updated 4 years ago
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆16Jul 6, 2021Updated 5 years ago
- Recently I have been researching emergent complexities through first principles reductionism of Langton's Ant and related cellular automa…☆16Jul 8, 2025Updated last year
- Learning Hawkes Processes from a Handful of Events☆13Jul 6, 2023Updated 3 years ago
- Tool for building deep / recurrent neural network models for systematic fundamental investing.☆17Jun 9, 2017Updated 9 years ago
- This material has been created based on the tutorials of the course 14.388 Inference on Causal and Structural Parameters Using ML and AI …☆18May 5, 2023Updated 3 years ago
- Cosmic Insights: Statistical Frameworks for Astronomers in R☆14Jul 28, 2026Updated 2 months ago
- D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices☆25Feb 22, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆16Feb 16, 2017Updated 9 years ago
- ☆23Apr 30, 2026Updated 5 months ago
- Data import/export and EViews function calls from Python.☆21Aug 31, 2023Updated 3 years ago
- ☆22Jan 5, 2018Updated 8 years ago
- ☆16Sep 16, 2025Updated last year
- ☆26Jul 24, 2020Updated 6 years ago
- A library for lattice-based multiparty homomorphic encryption in Go☆14Dec 20, 2024Updated last year
- A comprehensive time-series dataset survey☆23Aug 1, 2022Updated 4 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- The Resampling Delusion: A Geometric Theory of Class Imbalance☆22Jan 11, 2026Updated 8 months ago
- An open-source package of causal feature selection and causal (Bayesian network) structure learning (Python version)☆19Dec 21, 2020Updated 5 years ago
- awesome reinforcement learning for trading domain☆15Nov 5, 2020Updated 5 years ago
- ☆24May 3, 2022Updated 4 years ago
- The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python☆27Aug 25, 2024Updated 2 years ago
- ☆13Mar 18, 2025Updated last year
- A short exercice to deploy a StarkNet contract using remix☆12Jan 18, 2023Updated 3 years ago