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HFT_Project Apply different deep learning models to limit order book.

  1. SingleCNN: Apply single CNN model(9 convolutional layers) to HFT.

  2. MultiCNN: Combine CNN models with 1s and 0.1s data.

  3. BoostingCNN: Apply boosting method for single CNNs.

  4. Comb_CNN_LSTM: Combine CNN model with LSTM model to HTF.