Multi-Horizon-Forecasting-for-Limit-Order-Books

Related tags

Deep LearningMulti-Horizon-Forecasting-for-Limit-Order-Books
Overview

Multi-Horizon-Forecasting-for-Limit-Order-Books

This jupyter notebook is used to demonstrate our work, Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly available and interested readers can check out their paper. The paper is available at https://arxiv.org/abs/2105.10430.

A blog and a video for our work are available at https://www.graphcore.ai/posts/graphcore-turbocharges-multi-horizon-financial-forecasting-for-oxford-man-institute.

Owner
Zihao Zhang
Zihao Zhang
GitHub Repository
Official Pytorch implementation of 'GOCor: Bringing Globally Optimized Correspondence Volumes into Your Neural Network' (NeurIPS 2020)

Official implementation of GOCor This is the official implementation of our paper : GOCor: Bringing Globally Optimized Correspondence Volumes into You

Prune Truong 71 Nov 18, 2022
A Python library for differentiable optimal control on accelerators.

A Python library for differentiable optimal control on accelerators.

Google 80 Dec 21, 2022
SeMask: Semantically Masked Transformers for Semantic Segmentation.

SeMask: Semantically Masked Transformers Jitesh Jain, Anukriti Singh, Nikita Orlov, Zilong Huang, Jiachen Li, Steven Walton, Humphrey Shi This repo co

Picsart AI Research (PAIR) 186 Dec 30, 2022
LiDAR Distillation: Bridging the Beam-Induced Domain Gap for 3D Object Detection

LiDAR Distillation Paper | Model LiDAR Distillation: Bridging the Beam-Induced Domain Gap for 3D Object Detection Yi Wei, Zibu Wei, Yongming Rao, Jiax

Yi Wei 75 Dec 22, 2022
A Moonraker plug-in for real-time compensation of frame thermal expansion

Frame Expansion Compensation A Moonraker plug-in for real-time compensation of frame thermal expansion. Installation Credit to protoloft, from whom I

58 Jan 02, 2023
Implementation of the Triangle Multiplicative module, used in Alphafold2 as an efficient way to mix rows or columns of a 2d feature map, as a standalone package for Pytorch

Triangle Multiplicative Module - Pytorch Implementation of the Triangle Multiplicative module, used in Alphafold2 as an efficient way to mix rows or c

Phil Wang 22 Oct 28, 2022
This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach"

Stock Market Buy/Sell/Hold prediction Using convolutional Neural Network This repo is an attempt to implement the research paper titled "Algorithmic F

Asutosh Nayak 136 Dec 28, 2022
Official PyTorch code for Hierarchical Conditional Flow: A Unified Framework for Image Super-Resolution and Image Rescaling (HCFlow, ICCV2021)

Hierarchical Conditional Flow: A Unified Framework for Image Super-Resolution and Image Rescaling (HCFlow, ICCV2021) This repository is the official P

Jingyun Liang 159 Dec 30, 2022
Cross-lingual Transfer for Speech Processing using Acoustic Language Similarity

Cross-lingual Transfer for Speech Processing using Acoustic Language Similarity Indic TTS Samples can be found at https://peter-yh-wu.github.io/cross-

Peter Wu 1 Nov 12, 2022
《Train in Germany, Test in The USA: Making 3D Object Detectors Generalize》(CVPR 2020)

Train in Germany, Test in The USA: Making 3D Object Detectors Generalize This paper has been accpeted by Conference on Computer Vision and Pattern Rec

Xiangyu Chen 101 Jan 02, 2023
Automatic Differentiation Multipole Moment Molecular Forcefield

Automatic Differentiation Multipole Moment Molecular Forcefield Performance notes On a single gpu, using waterbox_31ang.pdb example from MPIDplugin wh

4 Jan 07, 2022
A Python library for generating new text from existing samples.

ReMarkov is a Python library for generating text from existing samples using Markov chains. You can use it to customize all sorts of writing from birt

8 May 17, 2022
This repository contains the needed resources to build the HIRID-ICU-Benchmark dataset

HiRID-ICU-Benchmark This repository contains the needed resources to build the HIRID-ICU-Benchmark dataset for which the manuscript can be found here.

Biomedical Informatics at ETH Zurich 30 Dec 16, 2022
🐾 Semantic segmentation of paws from cute pet images (PyTorch)

🐾 paw-segmentation 🐾 Semantic segmentation of paws from cute pet images 🐾 Semantic segmentation of paws from cute pet images (PyTorch) 🐾 Paw Segme

Zabir Al Nazi Nabil 3 Feb 01, 2022
Datasets and source code for our paper Webly Supervised Fine-Grained Recognition: Benchmark Datasets and An Approach

Introduction Datasets and source code for our paper Webly Supervised Fine-Grained Recognition: Benchmark Datasets and An Approach Datasets: WebFG-496

21 Sep 30, 2022
The pure and clear PyTorch Distributed Training Framework.

The pure and clear PyTorch Distributed Training Framework. Introduction Requirements and Usage Dependency Dataset Basic Usage Slurm Cluster Usage Base

WILL LEE 208 Dec 20, 2022
Alignment Attention Fusion framework for Few-Shot Object Detection

AAF framework Framework generalities This repository contains the code of the AAF framework proposed in this paper. The main idea behind this work is

Pierre Le Jeune 20 Dec 16, 2022
(CVPR2021) ClassSR: A General Framework to Accelerate Super-Resolution Networks by Data Characteristic

ClassSR (CVPR2021) ClassSR: A General Framework to Accelerate Super-Resolution Networks by Data Characteristic Paper Authors: Xiangtao Kong, Hengyuan

Xiangtao Kong 308 Jan 05, 2023
Human Pose estimation with TensorFlow framework

Human Pose Estimation with TensorFlow Here you can find the implementation of the Human Body Pose Estimation algorithm, presented in the DeeperCut and

Eldar Insafutdinov 1.1k Dec 29, 2022
DeepHawkeye is a library to detect unusual patterns in images using features from pretrained neural networks

English | 简体中文 Introduction DeepHawkeye is a library to detect unusual patterns in images using features from pretrained neural networks Reference Pat

CV Newbie 28 Dec 13, 2022