• BTC/ETH/XRP/DOGE DB 자동화 구축
• CNN-LSTM Search
• Ticker Feature -> Modeling

LOB Only

RMSPE: 1.2320882
R-squared: -26027.513671875
MAE: 0.000666171

LOB + Ticker (CNN-LSTM)

RMSPE: 1.7129004
R-squared: -31487.865234375
MAE: 0.0007457065

LOB + Ticker (LSTM)

LSTM Together

Ticker ([64, 1, 600, 16]) => ([64, N, 582, 1])

Diffrent LSTM => FC Layer

• Ticker data is not visual data.

RMSPE: 2.0070481
R-squared: -35776.29296875
MAE: 0.0008092958