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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. 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 33 11

  2. LOBFrame LOBFrame Public

    Python 9 1

  3. DataDrivenModeling DataDrivenModeling Public

    Tutorials for Data Driven Modeling

    Jupyter Notebook 3 1

  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 2 2

  5. HomologicalCNN HomologicalCNN Public

    Python 2

  6. Topological_Feature_Selection Topological_Feature_Selection Public

    Python 1

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