Financial Computing & Analytics Group UCL

All

9 repositories

MFCF
Public
Jupyter Notebook
•1•0•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"
r bitcoin code information-theory cryptocurrency scientific-paper financial-markets transfer-entropy
0•3•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-science networks complex-networks planar-graphs chordal information-filtering
Jupyter Notebook
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MIT License
•4•10•0•0•Updated Jan 16, 2025Jan 16, 2025
LOBFrame
Public
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
deep-learning research-paper limit-order-book financial-markets market-microstructure econophysics high-frequency-data
Python
•39•174•0•0•Updated May 31, 2024May 31, 2024
HomologicalCNN
Public
Python
•3•5•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
•23•72•0•1•Updated Nov 23, 2023Nov 23, 2023
DataDrivenModeling
Public
Tutorials for Data Driven Modeling
Jupyter Notebook
•5•11•0•0•Updated Oct 6, 2023Oct 6, 2023
Homological_Neural_Networks
Public
HNN development and testing
Python
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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-science feature-selection networks complex-networks information-filtering
Python
•2•6•0•0•Updated Feb 21, 2023Feb 21, 2023