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kangkangchen
/
lob-pattern-net
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PyTorch
LOBAlgoNet
finance
order-book
institutional-trading
algorithmic-trading
level-2
A-share
LOB
TWAP
VWAP
iceberg-orders
arxiv:
5 papers
License:
mit
Model card
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lob-pattern-net
1.42 MB
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1 contributor
History:
6 commits
kangkangchen
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.gitattributes
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README.md
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algo_detector.py
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config.json
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data_processor.py
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model.pt
pickle
Detected Pickle imports (4)
"torch.LongStorage"
,
"torch.FloatStorage"
,
"torch._utils._rebuild_tensor_v2"
,
"collections.OrderedDict"
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1.38 MB
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model.py
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norm_stats.npz
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