Ching Lee's repositories
Correlation-between-Sentiment-and-Price-fluctuation-of-Bitcoin
This group project aimed to see if we could observe a form of correlation between sentiment analysis computed scores and the fluctuation of bitcoin.
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DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
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-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
Language:Jupyter Notebook000
pytorch-Deep-Learning
Deep Learning (with PyTorch)
Language:Jupyter NotebookNOASSERTION000