Lee and Ready (JF,1991)提供的算法作用是在order level data(订单级别数据)不可得的情况下，用Trade...
Chakrabarty, B., Pascual, R., Shkilko, A., 2015. Evaluating trade classifica- tion algorithms: bulk volume classification versus the tick rule and the lee-ready algorithm. Journal of Financial Markets 25, 52-79.Chakrabarty, B., Moulton, P. and Shkilko, A. (2015) 'Evaluating Trade ...
algorithm of overlaying neural face onto video face located in ConverterMasked.py. Can someone implement adaptive histogram matching to prevent glares when a dark eyes face merges onto a light eyes face ?About DeepFaceLab is a tool that utilizes deep learning to recognize and swap faces in ...
Faster processing time: model pruning (lite version) / quantization / export to other platforms (ONNX?) Open Dataset and model training pipeline Restructure code to support swappable detection and recognition algorithm. The api should be as easy asreader...
Evaluating trade classification algorithms: bulk volume classification versus the tick rule and the Lee-Ready algorithm. Journal of Financial Markets 25, 52-79.Chakrabarty, B., R. Pascual, and A. Shkilko, 2015. Evaluating trade classification algorithms: bulk volume classification versus the tick ...
We analyze the accuracy of the Lee/Ready (1991) trade classification algorithm and the tick test. Our definition of true trade classification is based on whether the Makler (the equivalent of the specialist on the Frankfurt Stock Exchange) bought or sold shares. The Lee/Ready method classifies ...
Moulton, and Andriy Shkilko, 2012, Short sales, long sales, and the Lee-Ready trade classification algorithm revisited. Journal of Financial Markets 15, 467-491.Chakrabarty, B., P. C. Moulton, and A. Shkilko, "Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm ...