yiyinianhua/orderbook-dynamics
Modeling high-frequency limit order book dynamics with support vector machines
Matlab/Octave toolbox for deep learning. Includes Deep Belief Nets, Stacked Autoencoders, Convolutional Neural Nets, Convolutional Autoencoders and vanilla Neural Nets. Each method has examples to get you started.
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Modeling high-frequency limit order book dynamics with support vector machines
This is the libMF source files with comments in Chinses.
Code repository for Think Bayes.
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