Financial Computing & Analytics Group UCL
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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.
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DataDrivenModeling
DataDrivenModeling PublicTutorials for Data Driven Modeling
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Triangulated_Maximally_Filtered_Graph
Triangulated_Maximally_Filtered_Graph PublicThis repository contains an ulta-fast Python implementation of the Triangulated Maximally filtered Graph (TMFG).
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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
- HomologicalCNN Public
FinancialComputingUCL/HomologicalCNN’s past year of commit activity - 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 - unwinding_complexity Public
FinancialComputingUCL/unwinding_complexity’s past year of commit activity - 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 - 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