OCET, torch, transformers, DeepLOB,limit-order-books
☆10Dec 6, 2022Updated 3 years ago
Alternatives and similar repositories for OCET
Users that are interested in OCET are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- ☆25May 1, 2025Updated last year
- Pytorch implementation of TransLOB from Transformer for limit order books☆29May 25, 2023Updated 2 years ago
- ☆40Jun 13, 2023Updated 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
- 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.
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆93Mar 12, 2021Updated 5 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆17Nov 20, 2020Updated 5 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆18Sep 5, 2025Updated 8 months ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- DeepLOB Implementation on Bitcoin Perpetual Data☆29Aug 7, 2023Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆18Aug 8, 2020Updated 5 years ago
- baseline☆15May 16, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Transformers for limit order books☆122Aug 9, 2020Updated 5 years ago
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the pap…☆76Jan 27, 2026Updated 3 months ago
- Predicting drug-target interactions using Lasso with random forest based on evolutionary information and chemical structure☆10Nov 19, 2018Updated 7 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆61Sep 4, 2023Updated 2 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 2 years ago
- Deep Dynamic Factor Models☆26Mar 30, 2026Updated last month
- ☆10Oct 11, 2022Updated 3 years ago
- Article on using deep learning to extract order flow information from the limit order book and forecast directional moves☆22Aug 6, 2023Updated 2 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.
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 2 years ago
- [AAAI'23] FinalMLP: An Enhanced Two-Stream MLP Model for CTR Prediction https://arxiv.org/abs/2304.00902☆11Apr 9, 2023Updated 3 years ago
- Albow running on Python 3.x☆10Jan 10, 2022Updated 4 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit O…☆144Feb 24, 2026Updated 2 months ago
- ☆21May 1, 2026Updated last week
- Custom decoders for Kaldi☆13Jun 5, 2019Updated 6 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- ☆38Nov 30, 2022Updated 3 years ago
- an universal pytorch deep learning experiment codebase☆11Mar 31, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆21Dec 4, 2023Updated 2 years ago
- Financial Prior-Data Fitted Network (regression)☆21Dec 12, 2025Updated 4 months ago
- Code associated with the paper 'Higher-order structure of multivariate time series' (https://arxiv.org/abs/2203.10702)☆11Jan 3, 2023Updated 3 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆53Jul 13, 2023Updated 2 years ago
- Portal for russian riichi mahjong community☆15Apr 26, 2026Updated last week
- 日麻牌理分析, 快速验胡☆12Jul 22, 2021Updated 4 years ago
- 🔥 基于原生微信小程序开发的社交app，聊天，动态，仿vae+，可供开发者学习和了解原生小程序开发，仅供学习参考使用☆11Sep 7, 2024Updated last year