We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
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Updated
May 31, 2024 - Python
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Build your own historical Limit Order Book dataset
Official PyTorch Implementation for the "3D Gabor Splatting: Reconstruction of High-frequency Surface Texture using Gabor Noise" paper (Eurographics 2025 Short).
High frequency dynamics signal processing and analysis.
Compute the testing statistics proposed by Li and Yang (2026)
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