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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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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DataDrivenModeling
DataDrivenModeling PublicTutorials for Data Driven Modeling
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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.
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Repositories
- Triangulated_Maximally_Filtered_Graph Public
This repository contains an ulta-fast Python implementation of the Triangulated Maximally filtered Graph (TMFG).
- HomologicalCNN Public
- unwinding_complexity 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.
- 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.