Financial Computing & Analytics Group UCL
Popular repositories Loading
-
DRL_for_Active_High_Frequency_Trading
DRL_for_Active_High_Frequency_Trading PublicWe introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.
-
Triangulated_Maximally_Filtered_Graph
Triangulated_Maximally_Filtered_Graph PublicThis repository contains an ulta-fast Python implementation of the Triangulated Maximally filtered Graph (TMFG).
-
DataDrivenModeling
DataDrivenModeling PublicTutorials for Data Driven Modeling
-
Topological_Feature_Selection
Topological_Feature_Selection PublicIn this repository we present a novel unsupervised, graph-based filter feature selection technique which exploits the power of topologically constrained network representations.
-
Repositories
- HNN-TCN2025 Public
- homological-neural-networks Public
Neural networks using homological structure from conditional dependencies between features and output. Achieves O(n^2) -> O(n) parameter reduction with competitive performance on classic ML datasets.
- MFCF Public
- Crypto_Balance_Sheets Public
This repository contains the code for the paper titled "Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy - Bitcoin Interactions"
- Triangulated_Maximally_Filtered_Graph Public
This repository contains an ulta-fast Python implementation of the Triangulated Maximally filtered Graph (TMFG).
- 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.
- HomologicalCNN Public
- DRL_for_Active_High_Frequency_Trading Public
We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.
Top languages
Loading…
Most used topics
Loading…