From 033e83be0aff6a5dc99b89555547ad7023ee212f Mon Sep 17 00:00:00 2001 From: PRAKUL HIREMATH <175131562+prakulhiremath@users.noreply.github.com> Date: Fri, 10 Apr 2026 20:22:08 +0530 Subject: [PATCH] Create Reproducibility Note.md --- Notebook/Reproducibility Note.md | 32 ++++++++++++++++++++++++++++++++ 1 file changed, 32 insertions(+) create mode 100644 Notebook/Reproducibility Note.md diff --git a/Notebook/Reproducibility Note.md b/Notebook/Reproducibility Note.md new file mode 100644 index 0000000..d772bef --- /dev/null +++ b/Notebook/Reproducibility Note.md @@ -0,0 +1,32 @@ +# Reproducibility Guide + +This repository contains the complete pipeline for generating the synthetic Limit Order Book (LOB) data, detection signals, and evaluation metrics presented in the paper. + +## 💻 Environment & Hardware +Experiments were conducted across the following environments: +* **Primary Runtime:** Google Colab (NVIDIA T4 GPU) +* **Local Testing:** Apple MacBook (M4 Architecture) + +> [!NOTE] +> All experiments are fully deterministic using specified random seeds. Minor variations may occur due to differences in hardware floating-point precision or library versions. + +## 🛠 Prerequisites +Ensure you have **Python 3.x** installed. The core logic relies on the following stack: +* `NumPy` & `SciPy` (Numerical processing) +* `scikit-learn` (Evaluation metrics) +* `hmmlearn` (Hidden Markov Modeling) + +## 🚀 Quick Start +To reproduce the paper's results, figures, and tables: + +1. **Install Dependencies:** + ```bash + pip install -r requirements.txt + ``` +2. **Execute Pipeline:** + Run the notebook cells sequentially. The pipeline is designed to be executed end-to-end to generate: + * **Synthetic LOB Data:** Simulated market depth and flow. + * **Detection Signals:** Primary output of the proposed model. + * **Metrics & Figures:** All visualizations and tables used in the final publication. + +---