Name: Financial Computing & Analytics Group UCL
Type: Organization
Bio: We investigates socio-economic systems using methods from computer science, applied mathematics, computational statistics and network theory.
Twitter: uclfincomp
Location: United Kingdom
Blog: https://www.ucl.ac.uk/computer-science/research/research-groups/financial-computing-and-analytics
Financial Computing & Analytics Group UCL's Projects
Tutorials for Data Driven Modeling
We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.
HNN development and testing
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
In this repository we present a novel unsupervised, graph-based filter feature selection technique which exploits the power of topologically constrained network representations.
This repository contains an ulta-fast Python implementation of the Triangulated Maximally filtered Graph (TMFG).