Rakshit Jha

University of Cambridge

Trinity Ln

Cambridge, CB2 1TN

United Kingdom

  • University of Cambridge

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Deep Learning for Digital Asset Limit Order Books

Number of pages: 9 Posted: 20 Nov 2020
Rakshit Jha, Mattijs De Paepe, Samuel Holt, James West and Shaun Ng
University of Cambridge, University of Cambridge, Independent, Globe Research and Globe Research
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Abstract:

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Cryptocurrency, Bitcoin, CNN, Order-book, Market Making, Direction, Prediction, TCN, Temporal Convolutional Network