Popular repositories Loading

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 202 42

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 76 24

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 13 5

4. DataDrivenModeling DataDrivenModeling Public

   Tutorials for Data Driven Modeling

   Jupyter Notebook 11 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