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
CALVIN - A benchmark for Language-Conditioned Policy Learning for Long-Horizon Robot Manipulation Tasks

CALVIN CALVIN - A benchmark for Language-Conditioned Policy Learning for Long-Horizon Robot Manipulation Tasks Oier Mees, Lukas Hermann, Erick Rosete,

Oier Mees 107 Dec 26, 2022
PyGAD, a Python 3 library for building the genetic algorithm and training machine learning algorithms (Keras & PyTorch).

PyGAD: Genetic Algorithm in Python PyGAD is an open-source easy-to-use Python 3 library for building the genetic algorithm and optimizing machine lear

Ahmed Gad 1.1k Dec 26, 2022
A PyTorch implementation of "Signed Graph Convolutional Network" (ICDM 2018).

SGCN ⠀ A PyTorch implementation of Signed Graph Convolutional Network (ICDM 2018). Abstract Due to the fact much of today's data can be represented as

Benedek Rozemberczki 251 Nov 30, 2022
TensorFlow implementation of "Learning from Simulated and Unsupervised Images through Adversarial Training"

Simulated+Unsupervised (S+U) Learning in TensorFlow TensorFlow implementation of Learning from Simulated and Unsupervised Images through Adversarial T

Taehoon Kim 569 Dec 29, 2022
A simple but complete full-attention transformer with a set of promising experimental features from various papers

x-transformers A concise but fully-featured transformer, complete with a set of promising experimental features from various papers. Install $ pip ins

Phil Wang 2.3k Jan 03, 2023
This is a Pytorch implementation of paper: DropEdge: Towards Deep Graph Convolutional Networks on Node Classification

DropEdge: Towards Deep Graph Convolutional Networks on Node Classification This is a Pytorch implementation of paper: DropEdge: Towards Deep Graph Con

401 Dec 16, 2022
PyTorch code of "SLAPS: Self-Supervision Improves Structure Learning for Graph Neural Networks"

SLAPS-GNN This repo contains the implementation of the model proposed in SLAPS: Self-Supervision Improves Structure Learning for Graph Neural Networks

60 Dec 22, 2022
[TIP 2020] Multi-Temporal Scene Classification and Scene Change Detection with Correlation based Fusion

Multi-Temporal Scene Classification and Scene Change Detection with Correlation based Fusion Code for Multi-Temporal Scene Classification and Scene Ch

Lixiang Ru 33 Dec 12, 2022
Download & Install mods for your favorit game with a few simple clicks

Husko's SteamWorkshop Downloader 🔴 IMPORTANT ❗ 🔴 The Tool is currently being rewritten so updates will be slow and only on the dev branch until it i

Husko 67 Nov 25, 2022
I-SECRET: Importance-guided fundus image enhancement via semi-supervised contrastive constraining

I-SECRET This is the implementation of the MICCAI 2021 Paper "I-SECRET: Importance-guided fundus image enhancement via semi-supervised contrastive con

13 Dec 02, 2022
VisionKG: Vision Knowledge Graph

VisionKG: Vision Knowledge Graph Official Repository of VisionKG by Anh Le-Tuan, Trung-Kien Tran, Manh Nguyen-Duc, Jicheng Yuan, Manfred Hauswirth and

Continuous Query Evaluation over Linked Stream (CQELS) 9 Jun 23, 2022
Betafold - AlphaFold with tunings

BetaFold We (hegelab.org) craeted this standalone AlphaFold (AlphaFold-Multimer,

2 Aug 11, 2022
Official implementation of the paper "Topographic VAEs learn Equivariant Capsules"

Topographic Variational Autoencoder Paper: https://arxiv.org/abs/2109.01394 Getting Started Install requirements with Anaconda: conda env create -f en

T. Andy Keller 69 Dec 12, 2022
Pytorch and Keras Implementations of Hyperspectral Image Classification -- Traditional to Deep Models: A Survey for Future Prospects.

The repository contains the implementations for Hyperspectral Image Classification -- Traditional to Deep Models: A Survey for Future Prospects. Model

Ankur Deria 115 Jan 06, 2023
This library provides an abstraction to perform Model Versioning using Weight & Biases.

Description This library provides an abstraction to perform Model Versioning using Weight & Biases. Features Version a new trained model Promote a mod

Hector Lopez Almazan 2 Jan 28, 2022
Improving Calibration for Long-Tailed Recognition (CVPR2021)

MiSLAS Improving Calibration for Long-Tailed Recognition Authors: Zhisheng Zhong, Jiequan Cui, Shu Liu, Jiaya Jia [arXiv] [slide] [BibTeX] Introductio

Jia Research Lab 116 Dec 20, 2022
Code to use Augmented Shapiro Wilks Stopping, as well as code for the paper "Statistically Signifigant Stopping of Neural Network Training"

This codebase is being actively maintained, please create and issue if you have issues using it Basics All data files are included under losses and ea

J K Terry 32 Nov 09, 2021
Source codes for Improved Few-Shot Visual Classification (CVPR 2020), Enhancing Few-Shot Image Classification with Unlabelled Examples

Source codes for Improved Few-Shot Visual Classification (CVPR 2020), Enhancing Few-Shot Image Classification with Unlabelled Examples (WACV 2022) and Beyond Simple Meta-Learning: Multi-Purpose Model

PLAI Group at UBC 42 Dec 06, 2022
Official PyTorch Implementation for "Recurrent Video Deblurring with Blur-Invariant Motion Estimation and Pixel Volumes"

PVDNet: Recurrent Video Deblurring with Blur-Invariant Motion Estimation and Pixel Volumes This repository contains the official PyTorch implementatio

Junyong Lee 98 Nov 06, 2022
PAWS 🐾 Predicting View-Assignments with Support Samples

This repo provides a PyTorch implementation of PAWS (predicting view assignments with support samples), as described in the paper Semi-Supervised Learning of Visual Features by Non-Parametrically Pre

Facebook Research 437 Dec 23, 2022