This repository contains some core codes used in the creation of my master thesis with the topic 'Forecasting Stock Prices of Limit Order Book Data with Deep Neural Networks'. I can not provide the used LOB data since I am not allowed to share these.
The main program is LOBDeepPP_train.py which is a CLI supporting script, the arguments are the model number and a parameter file, see
python LOBDeepPP_train.py --helpe.g.
python LOBDeepPP_train.py --model 17a --path_params LOBDeepPP/LOBDeepPP_params_files/params_L10a.json