Dimension reduction of the data set

UoB-DSMP-2023-24 / dsmp-2024-group15

dsmp-2024-group15 created by GitHub Classroom

0 stars 0 forks source link

Dimension reduction of the data set #1

Closed theo-rog closed 2 months ago

theo-rog commented 4 months ago

We need to reduced the size of each LOB file by only selecting the bids and asks within a certain range. Mingnan suggested the max or minimum ± an arbitrary amount.

theo-rog commented 4 months ago

This will change based on which metric we decide to analyse