Financial Computing & Analytics Group UCL

DataDrivenModeling

Tutorials for Data Driven Modeling

DRL_for_Active_High_Frequency_Trading

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

Homological_Neural_Networks

HNN development and testing

HomologicalCNN

LOBFrame

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

Topological_Feature_Selection

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

Triangulated_Maximally_Filtered_Graph

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

unwinding_complexity

FinancialComputingUCL/LOBFrame

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

FinancialComputingUCL/DRL_for_Active_High_Frequency_Trading

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

FinancialComputingUCL/Triangulated_Maximally_Filtered_Graph

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

FinancialComputingUCL/DataDrivenModeling

Tutorials for Data Driven Modeling

FinancialComputingUCL/HomologicalCNN

FinancialComputingUCL/Topological_Feature_Selection

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

FinancialComputingUCL/Homological_Neural_Networks

HNN development and testing

FinancialComputingUCL/unwinding_complexity