peernagy / lob_benchLinks
Benchmarking library for generative models of Limit Order Book data (LOBSTER)
☆25Updated 4 months ago
Alternatives and similar repositories for lob_bench
Users that are interested in lob_bench are comparing it to the libraries listed below
Sorting:
- Pytorch implementation of TransLOB from Transformer for limit order books☆27Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the pap…☆54Updated 2 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆53Updated 2 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- Blaze☆15Updated 4 years ago
- ☆31Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆31Updated 7 months ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆80Updated 5 months ago
- ☆71Updated 2 years ago
- ☆20Updated 6 months ago
- Code to support my Master's thesis☆21Updated 2 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆14Updated 2 years ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- Transformers for limit order books☆13Updated 4 years ago
- ☆51Updated 8 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆86Updated 4 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆118Updated last year
- Reproduce AAAI22-FactorVAE☆67Updated 2 years ago
- ☆33Updated 9 months ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- The official repository for paper Evaluating Financial Relational Graphs: Interpretation Before Prediction☆16Updated 9 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆83Updated last year
- Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI…☆81Updated last year
- Unofficial PyTorch implementation of FactorVAE☆21Updated 2 years ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆23Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 7 months ago