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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.

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  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 125 26

  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 53 18

  3. DataDrivenModeling DataDrivenModeling Public

    Tutorials for Data Driven Modeling

    Jupyter Notebook 7 3

  4. 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 6 4

  5. HomologicalCNN HomologicalCNN Public

    Python 4 3

  6. 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 3 2

Repositories

Showing 8 of 8 repositories
  • 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.

    FinancialComputingUCL/LOBFrame’s past year of commit activity
    Python 125 26 0 0 Updated May 31, 2024
  • HomologicalCNN Public
    FinancialComputingUCL/HomologicalCNN’s past year of commit activity
    Python 4 3 0 0 Updated Feb 20, 2024
  • Triangulated_Maximally_Filtered_Graph Public

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

    FinancialComputingUCL/Triangulated_Maximally_Filtered_Graph’s past year of commit activity
    Python 6 MIT 4 0 0 Updated Feb 15, 2024
  • unwinding_complexity Public
    FinancialComputingUCL/unwinding_complexity’s past year of commit activity
    HTML 1 GPL-3.0 2 0 0 Updated Dec 17, 2023
  • DRL_for_Active_High_Frequency_Trading Public

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

    FinancialComputingUCL/DRL_for_Active_High_Frequency_Trading’s past year of commit activity
    Python 53 MIT 18 0 1 Updated Nov 23, 2023
  • DataDrivenModeling Public

    Tutorials for Data Driven Modeling

    FinancialComputingUCL/DataDrivenModeling’s past year of commit activity
    Jupyter Notebook 7 3 0 0 Updated Oct 6, 2023
  • Homological_Neural_Networks Public

    HNN development and testing

    FinancialComputingUCL/Homological_Neural_Networks’s past year of commit activity
    Python 0 Apache-2.0 2 0 0 Updated May 23, 2023
  • 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.

    FinancialComputingUCL/Topological_Feature_Selection’s past year of commit activity
    Python 3 2 0 0 Updated Feb 21, 2023