thertrader / Using-random-forest-to-model-limit-order-book-dynamic

I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
27Updated 4 years ago

Alternatives and similar repositories for Using-random-forest-to-model-limit-order-book-dynamic:

Users that are interested in Using-random-forest-to-model-limit-order-book-dynamic are comparing it to the libraries listed below