Discover @Jeonghwan-Cheon Open Source projects

Jeonghwan Cheon (@Jeonghwan-Cheon)

Jeonghwan-Cheon

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Location 🇰🇷 South Korea
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lob-deep-learning

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

lob-world-models

Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morgan AI Research, 2019)>.

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