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LOB-feature-analysis
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Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
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- LOB-feature-analysis Public Forked from nicolezattarin/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
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- pytorch_ext Public
An extension library for PyTorch that fills the gaps we encountered. Under development, not stable.
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