Repositories list

• Fast_Maximally_Filtered_Clique_Forest_Toolkit

  Public
  Python

  •

  Apache License 2.0

  •0•3•0•0•Updated Nov 6, 2025Nov 6, 2025

• HNN-TCN2025

  Public
  Jupyter Notebook

  •1•1•0•0•Updated Sep 19, 2025Sep 19, 2025

• homological-neural-networks

  Public

  FinancialComputingUCL/homological-neural-networks’s past year of commit activity
  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.

  Jupyter Notebook

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  MIT License

  •0•1•0•0•Updated Sep 6, 2025Sep 6, 2025

• MFCF

  Public
  Jupyter Notebook

  •1•1•0•0•Updated Jul 22, 2025Jul 22, 2025

• Crypto_Balance_Sheets

  Public
  This repository contains the code for the paper titled "Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy - Bitcoin Interactions"

  rbitcoincode+ 5information-theorycryptocurrencyscientific-paperfinancial-marketstransfer-entropy

  0•5•2•0•Updated May 20, 2025May 20, 2025

• Triangulated_Maximally_Filtered_Graph

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

  network-sciencenetworkscomplex-networks+ 3planar-graphschordalinformation-filtering

  Jupyter Notebook

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  MIT License

  •5•13•0•0•Updated Jan 16, 2025Jan 16, 2025

• LOBFrame

  Public

  FinancialComputingUCL/LOBFrame’s past year of commit activity
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

  deep-learningresearch-paperlimit-order-book+ 4financial-marketsmarket-microstructureeconophysicshigh-frequency-data

  Python

  •45•210•0•0•Updated May 31, 2024May 31, 2024

• HomologicalCNN

  Public
  Python

  •3•6•0•0•Updated Feb 20, 2024Feb 20, 2024

• 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

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  MIT License

  •26•78•0•1•Updated Nov 23, 2023Nov 23, 2023

• DataDrivenModeling

  Public
  Tutorials for Data Driven Modeling

  Jupyter Notebook

  •5•12•0•0•Updated Oct 6, 2023Oct 6, 2023

• Homological_Neural_Networks

  Public
  HNN development and testing

  Python

  •

  Apache License 2.0

  •2•0•0•0•Updated May 23, 2023May 23, 2023

• 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.

  network-sciencefeature-selectionnetworks+ 2complex-networksinformation-filtering

  Python

  •2•8•0•0•Updated Feb 21, 2023Feb 21, 2023