LimitOrderBook

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Stock market predictions based on order books.

LimitOrderBook 최신버젼 다운로드

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# LimitOrderBook
> Stock market predictions using limit order books dataset.
> Based on this [paper](https://arxiv.org/pdf/1512.03492.pdf).

## Table of contents
* [General info](#general-info)
* [Screenshots](#screenshots)
* [Technologies](#technologies)
* [Libraries](#Libraries)
* [Results](#Results)
* [Status](#status)
* [Inspiration](#inspiration)

## General info
Given LOB (Limit Order Book) data and certain points in time our goal is to predict whether the price will increase or decrease. <br>
We will be using LOB data from London stock market, collected for September 2013. <br>
Main method used is Logistic regression. <br>

## Screenshots
![Example screenshot](https://raw.githubusercontent.com/TheFebrin/LimitOrderBook/master/img/screenshot.png)

## Technologies
* Python - version 3.7.3

## Libraries
* numpy
* pandas
* sklearn
* scipy
* csv
* matplotlib
* seaborn

## Results
* 51.6 % baseline on test data
* around 54% accuracy on train data
* around 55% accuracy on test data

## Status
Project is: _finished_,

## Inspiration
Data Mining class.

## Authors
Created by [@TheFebrin](https://github.com/TheFebrin) and [@MatMarkiewicz](https://github.com/MatMarkiewicz)

LimitOrderBook

LimitOrderBook 최신버젼 다운로드

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LimitOrderBook

LimitOrderBook 최신버젼 다운로드

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