├── README.md ├── code ├── DeepLOB keras FI-2010.ipynb └── Transformer.py ├── data └── data └── outputs ├── FI-2010-training-process_dilated_conv.txt ├── dilated_FI-2010 Accuracy Graph.png ├── dilated_FI-2010 Loss Graph.png └── model_structure.png /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/YJiangcm/improved_DeepLOB/HEAD/README.md -------------------------------------------------------------------------------- /code/DeepLOB keras FI-2010.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/YJiangcm/improved_DeepLOB/HEAD/code/DeepLOB keras FI-2010.ipynb -------------------------------------------------------------------------------- /code/Transformer.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/YJiangcm/improved_DeepLOB/HEAD/code/Transformer.py -------------------------------------------------------------------------------- /data/data: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/YJiangcm/improved_DeepLOB/HEAD/data/data -------------------------------------------------------------------------------- /outputs/FI-2010-training-process_dilated_conv.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/YJiangcm/improved_DeepLOB/HEAD/outputs/FI-2010-training-process_dilated_conv.txt -------------------------------------------------------------------------------- /outputs/dilated_FI-2010 Accuracy Graph.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/YJiangcm/improved_DeepLOB/HEAD/outputs/dilated_FI-2010 Accuracy Graph.png -------------------------------------------------------------------------------- /outputs/dilated_FI-2010 Loss Graph.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/YJiangcm/improved_DeepLOB/HEAD/outputs/dilated_FI-2010 Loss Graph.png -------------------------------------------------------------------------------- /outputs/model_structure.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/YJiangcm/improved_DeepLOB/HEAD/outputs/model_structure.png --------------------------------------------------------------------------------