-
Orderbook Dataset
The dataset used in the paper is the Orderbook dataset, which contains high-frequency trading orderbooks collected from real stock markets. -
Stock Volume Forecasting with Advanced Information by Conditional Variational...
Daily stock volume forecasting with advanced information using Conditional Variational Auto-Encoder -
Synthetic Dataset
The dataset used in this work is a custom synthetic dataset generated using the liquid-dsp library, containing 600000 examples of each of 13.8 million examples, with SNRs...
