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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.

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3. DataDrivenModeling DataDrivenModeling Public

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4. Triangulated_Maximally_Filtered_Graph Triangulated_Maximally_Filtered_Graph Public

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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.

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6. HomologicalCNN HomologicalCNN Public

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