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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.

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  1. LOBFrame 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.

    Python 261 54

  2. 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 85 28

  3. Triangulated_Maximally_Filtered_Graph Triangulated_Maximally_Filtered_Graph Public

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

    Jupyter Notebook 15 5

  4. DataDrivenModeling DataDrivenModeling Public

    Tutorials for Data Driven Modeling

    Jupyter Notebook 14 5

  5. Topological_Feature_Selection 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.

    Python 8 2

  6. HomologicalCNN HomologicalCNN Public

    Python 6 3

Repositories

Showing 10 of 12 repositories
  • Fast_Maximally_Filtered_Clique_Forest_Toolkit Public
    FinancialComputingUCL/Fast_Maximally_Filtered_Clique_Forest_Toolkit's past year of commit activity
    Python 5 Apache-2.0 1 0 1 Updated Jun 2, 2026
  • HNN-TCN2025 Public
    FinancialComputingUCL/HNN-TCN2025's past year of commit activity
    Jupyter Notebook 1 1 0 0 Updated Sep 19, 2025
  • homological-neural-networks Public

    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.

    FinancialComputingUCL/homological-neural-networks's past year of commit activity
    Jupyter Notebook 1 MIT 0 0 0 Updated Sep 6, 2025
  • MFCF Public
    FinancialComputingUCL/MFCF's past year of commit activity
    Jupyter Notebook 1 1 0 0 Updated Jul 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"

    FinancialComputingUCL/Crypto_Balance_Sheets's past year of commit activity
    5 0 2 0 Updated May 20, 2025
  • 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
    Jupyter Notebook 15 MIT 5 0 0 Updated Jan 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.

    FinancialComputingUCL/LOBFrame's past year of commit activity
    Python 261 54 0 0 Updated May 31, 2024
  • HomologicalCNN Public
    FinancialComputingUCL/HomologicalCNN's past year of commit activity
    Python 6 3 0 0 Updated Feb 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.

    FinancialComputingUCL/DRL_for_Active_High_Frequency_Trading's past year of commit activity
    Python 85 MIT 28 0 1 Updated Nov 23, 2023
  • DataDrivenModeling Public

    Tutorials for Data Driven Modeling

    FinancialComputingUCL/DataDrivenModeling's past year of commit activity
    Jupyter Notebook 14 5 0 0 Updated Oct 6, 2023
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