├── .DS_Store ├── Chapter2 ├── 01_statistics.ipynb ├── 02_time_series_models.ipynb └── 03_volatility_clustering.ipynb ├── Chapter3 ├── 01_regression_classification.ipynb ├── 02_regression_training.ipynb └── model │ ├── best_cnn │ ├── best_lstm │ ├── best_mlp │ ├── best_transformer │ └── best_wavenet ├── Chapter4 └── 01_workflow.ipynb ├── Chapter5 ├── 01_time_series_momentum.ipynb ├── 02_cross_sectional_momentum.ipynb ├── 03_deep_momentum_strategy.ipynb └── model │ └── best_mlp ├── Chapter6 ├── 01_classical_portfolio_optimization.ipynb ├── 02_deep_portfolio_optimization.ipynb └── model │ └── best_mlp ├── Chapter7 ├── 01_limit_order_books.ipynb ├── 02_predictive_signal_lob.ipynb └── model │ └── best_model ├── Data ├── .DS_Store ├── aapl.csv ├── limit_order_book_data.csv └── portfolio_data.csv ├── LICENSE ├── README.md └── Utilis ├── __init__.py ├── __pycache__ ├── __init__.cpython-312.pyc ├── early_stopper.cpython-312.pyc ├── loss.cpython-312.pyc ├── metrics.cpython-312.pyc └── 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