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  • University of International Business and Economics
  • Beijing, China

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  1. google-research google-research Public

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  2. DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books Public

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    This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-201…

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  3. Deep-RL-for-Portfolio-Optimization Deep-RL-for-Portfolio-Optimization Public

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  5. lppls-ci_tactical_asset_allocation lppls-ci_tactical_asset_allocation Public

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  6. lppls lppls Public

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    Library for fitting the LPPLS model to data.

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