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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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Which version of keras? #2

Closed deancorleone00 closed 3 years ago

deancorleone00 commented 3 years ago

While running the code with the latest version of Keras, I get

ImportError: cannot import name 'CuDNNLSTM' from 'keras.layers'

After searching for awhile, I found out that CuDNNLSTM is deprecated, may I know which version of Keras should I use for this notebook?

Thanks! Dean

zcakhaa commented 3 years ago

I am using Tensorflow 1, but it should be compatible with Tensorflow 2. You can just use LSTM instead of CuDNNLSTM.

From: deancorleone00 notifications@github.com Sent: Wednesday, December 23, 2020 2:53 PM To: zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books@noreply.github.com Cc: Subscribed subscribed@noreply.github.com Subject: [zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books] Which version of keras? (#2)

While running the code with the latest version of Keras, I get

ImportError: cannot import name 'CuDNNLSTM' from 'keras.layers'

After searching for awhile, I found out that CuDNNLSTM is deprecated, may I know which version of Keras should I use for this notebook?

Thanks! Dean

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deancorleone00 commented 3 years ago

Thanks, I will try with tf v1