Financial Computing & Analytics Group UCL

icon indicating a website link https://www.ucl.ac.uk/computer-science/research/research-groups/financial-computing-and-analytics

icon location United Kingdom icon location We investigates socio-economic systems using methods from computer science, applied mathematics, computational statistics and network theory.

Results 1 repositories owned by Financial Computing & Analytics Group UCL

LOBFrame

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We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

verified publisher icon FinancialComputingUCL