Repositories list

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

  Python

  •24•108•0•0•Updated May 31, 2024May 31, 2024

• HomologicalCNN

  Public
  Python

  •3•4•0•0•Updated Feb 20, 2024Feb 20, 2024

• 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

  Python

  •

  MIT License

  •4•6•0•0•Updated Feb 15, 2024Feb 15, 2024

• unwinding_complexity

  Public
  HTML

  •

  GNU General Public License v3.0

  •2•1•0•0•Updated Dec 17, 2023Dec 17, 2023

• 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

  •

  MIT License

  •18•54•0•1•Updated Nov 23, 2023Nov 23, 2023

• DataDrivenModeling

  Public
  Tutorials for Data Driven Modeling

  Jupyter Notebook

  •3•6•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•3•0•0•Updated Feb 21, 2023Feb 21, 2023