├── .gitignore ├── README.md ├── TransLOB.pdf ├── figures ├── block1head1.png ├── block1head2.png ├── block1head3.png └── conv1.png └── python ├── LobAttention.py ├── LobFeatures.py ├── LobPosition.py └── LobTransformer.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/.gitignore -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/README.md -------------------------------------------------------------------------------- /TransLOB.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/TransLOB.pdf -------------------------------------------------------------------------------- /figures/block1head1.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/figures/block1head1.png -------------------------------------------------------------------------------- /figures/block1head2.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/figures/block1head2.png -------------------------------------------------------------------------------- /figures/block1head3.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/figures/block1head3.png -------------------------------------------------------------------------------- /figures/conv1.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/figures/conv1.png -------------------------------------------------------------------------------- /python/LobAttention.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/python/LobAttention.py -------------------------------------------------------------------------------- /python/LobFeatures.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/python/LobFeatures.py -------------------------------------------------------------------------------- /python/LobPosition.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/python/LobPosition.py -------------------------------------------------------------------------------- /python/LobTransformer.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwallbridge/translob/HEAD/python/LobTransformer.py --------------------------------------------------------------------------------