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This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting originally proposed by Zhang et al. (https://arxiv.org/pdf/1808.03668.pdf). The current implementation was adopted in the paper written by Briola et al. (https://arxiv.org/pdf/2007.07319.pdf).
Python client for the ENTSO-E API (european network of transmission system operators for electricity)
This notebook contains the Keras/Tensorflow Layer implementation of the Deep Adaptive Input Normalization model for Time Series Forecasting proposed by Passalis et al. The authors of the above mentioned paper propose a PyTorch implementation (PyTorch implementation) of the model. A slightly reviewed version (software structure) is here reported. Results obtained by the two implementations are compared through an explicative example.
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