├── README.md ├── _config.yml └── src ├── codes ├── DeepLOB keras FI-2010.ipynb └── DeepLOB keras JNJ.ipynb ├── data └── data.txt ├── images ├── change_pct_adjust.png ├── inception_module_structure.png ├── labelling.png ├── limit_orderbook_example.png ├── mid_adjust.png └── whole_model_structure.png └── outputs ├── FI-2010_Accuracy_Graph.png ├── FI-2010_Loss_Graph.png ├── JNJ_Accuracy_Graph.png ├── JNJ_Loss_Graph.png └── outputs.txt /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yuxiangalvin/DeepLOB-Model-Implementation-Project/HEAD/README.md -------------------------------------------------------------------------------- /_config.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yuxiangalvin/DeepLOB-Model-Implementation-Project/HEAD/_config.yml -------------------------------------------------------------------------------- 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