Modeling High-Frequency Limit Order Book Dynamics Using Machine Learning
Overview
In this project I used machine learning methods to capture the high-frequency limit order book dynamics and simple trading strategy to get the P&L outcomes.
In this project I used machine learning methods to capture the high-frequency limit order book dynamics and simple trading strategy to get the P&L outcomes.
Flexible-CLmser: Regularized Feedback Connections for Biomedical Image Segmentation The skip connections in U-Net pass features from the levels of enc
Test-Time Classifier Adjustment Module for Model-Agnostic Domain Generalization This codebase is the official implementation of Test-Time Classifier A
5 Steps to Speed Up Your Data-Analysis on a Single Core Material for my talk at the PyConDE & PyData Berlin 2022 Description Your data analysis pipeli
On the Adversarial Robustness of Visual Transformer Code for our paper "On the Adversarial Robustness of Visual Transformers"
hey-daug A light weight data augmentation tool for training CNNs and Viola Jones detectors (Haar Cascades). This tool inflates your data by up to six
Full-Duplex Strategy for Video Object Segmentation (ICCV, 2021) Authors: Ge-Peng Ji, Keren Fu, Zhe Wu, Deng-Ping Fan*, Jianbing Shen, & Ling Shao This
SANDS This is an annonymous repository containing code and data necessary to reproduce the results published in "Semi-supervised Stance Detection of T
Stacked Generative Adversarial Networks This repository contains code for the paper "Stacked Generative Adversarial Networks", CVPR 2017. Part of the
JigsawClustering Jigsaw Clustering for Unsupervised Visual Representation Learning Pengguang Chen, Shu Liu, Jiaya Jia Introduction This project provid
FPS-Net Code for "FPS-Net: A convolutional fusion network for large-scale LiDAR point cloud segmentation", accepted by ISPRS journal of Photogrammetry
AutoLRS This is the PyTorch code implementation for the paper AutoLRS: Automatic Learning-Rate Schedule by Bayesian Optimization on the Fly published
MarkovGNN This is the official PyTorch-Geometric implementation of MarkovGNN paper under the title "MarkovGNN: Graph Neural Networks on Markov Diffusi
SB-GAN Semantic Bottleneck Scene Generation Coupling the high-fidelity generation capabilities of label-conditional image synthesis methods with the f
Code for sound field predictions in domains with impedance boundaries. Used for generating results from the paper
ML-PersRef This repository has python code (in jupyter notebooks) for both of the following papers: ML-PersRef: A Machine Learning-based Personalized
This repository is used to suspend the results of our paper "A Deep Learning Loss Function based on Auditory Power Compression for Speech Enhancement"
Linear algebra in python Number of operations and problems in Linear Algebra and
LVI-SAM This repository contains code for a lidar-visual-inertial odometry and mapping system, which combines the advantages of LIO-SAM and Vins-Mono
DSPoint Official implementation of "DSPoint: Dual-scale Point Cloud Recognition with High-frequency Fusion". Paper link: https://arxiv.org/abs/2111.10
Adjusting for Autocorrelated Errors in Neural Networks for Time Series This repository is the official implementation of the paper "Adjusting for Auto