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@FinancialComputingUCL

Financial Computing & Analytics Group UCL

We investigates socio-economic systems using methods from computer science, applied mathematics, computational statistics and network theory.

Popular repositories

  1. LOBFrame LOBFrame Public

    We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

    Python 57 11

  2. DRL_for_Active_High_Frequency_Trading DRL_for_Active_High_Frequency_Trading Public

    We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.

    Python 40 15

  3. Triangulated_Maximally_Filtered_Graph Triangulated_Maximally_Filtered_Graph Public

    This repository contains an ulta-fast Python implementation of the Triangulated Maximally filtered Graph (TMFG).

    Python 4 3

  4. DataDrivenModeling DataDrivenModeling Public

    Tutorials for Data Driven Modeling

    Jupyter Notebook 4 2

  5. Topological_Feature_Selection Topological_Feature_Selection Public

    In this repository we present a novel unsupervised, graph-based filter feature selection technique which exploits the power of topologically constrained network representations.

    Python 2 1

  6. HomologicalCNN HomologicalCNN Public

    Python 2 1

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