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Jeonghwan-Cheon / lob-deep-learning

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
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Overfitting Problem #1

Open Washer12 opened 9 months ago

Washer12 commented 9 months ago

Did you experience overfitting when training with KRX data? I trained with Bitcoin order book data and encountered severe overfitting.

wangxk15 commented 7 months ago

Could you help offering btc order book data? I just find no exchange provide the history LOB data and can't implment this model. It would be great if you could help.