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Code

A few examples of code that we have developed and published.

Science of science

https://github.com/LleytonLi/Reciprocity-and-success-in-academic-careers

  •  Weihua Li, Tomaso Aste, Fabio Caccioli, Giacomo Livan, "Reciprocity and success in academic careers," arXiv:1808.03781 (2018).
Evolution of cooperation through indirect reciprocity

https://github.com/simonerighi/RighiTakacs_ScientificReports2018

  • Simone Righi, Károly Takács, "Social closure and the evolution of cooperation via indirect reciprocity", Scientific Reports 8 (2018).
Network valuation in financial systems

https://github.com/paolobarucca/neva

  • Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Stefano Battiston, Guido Caldarelli, "Network valuation in financial systems" (2016).
  • Larry Eisenberg and Thomas H. Noe, "Systemic risk in financial systems", Management Science 47 (2), 236-249 (2001).
Mittag-Leffler random number generator

https://se.mathworks.com/matlabcentral/fileexchange/19392-mittag-leffler-random-number-generator

  • Daniel Fulger, Enrico Scalas, Guido Germano, "Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation", Physical Review E 77 (2), 021122 (2008).
  • T. J. Kozubowski and S. T. Rachev, "Univariate geometric stable laws", Journal of Computational Analysis and Applications 1, 177-219 (1999). 
Generalized Hurst exponent

https://www.mathworks.com/matlabcentral/fileexchange/30076-generalized-hurst-exponent

  • Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna "Scaling behaviors in differently developed markets", Physica A: Statistical Mechanics and its Applications 324 (1-2), 183-188 (2003).
  • Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna. "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development", Journal of Banking & Finance 29 (4), 827-851 (2005).
  • Tiziana Di Matteo, "Multi-scaling in finance", Quantitative Finance 7 (1), 21-36 (2007).