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zcakhaa / DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
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acc很高, 老哥label分布是咋样的 #13

Open PriceDance opened 3 years ago

PriceDance commented 3 years ago

请问老哥label有没有倾斜

zcakhaa commented 3 years ago

FI-2010 的数据是biased，LSE的数据是没有的。

From: CYZWX @.> Sent: Saturday, June 5, 2021 7:43 PM To: zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books @.> Cc: Subscribed @.***> Subject: [zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books] acc很高, 老哥label分布是咋样的 (#13)

请问老哥label有没有倾斜

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PriceDance commented 3 years ago

好的，谢谢老哥，还有正则方法的确好影响结果。。