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Online Learning of Order Flow and Market Impact (OLOFMI)
This library performs regime detection in the aggregated order flow time-series and market impact analysis. The required input file is in the format of the message file of the... -
Score-Driven Bayesian Online Change Point Detection (SD-BOCPD)
This code deals with Bayesian online detection in univariate time-series of changepoints, i.e. abrupt variations in the generative parameters of a data, and regimes, i.e.... -
Common Crawl Financial News Dataset
This dataset contains financial articles related to companies in the S&P500 index for the period from September 2016 to February 2020. The articles were extracted from the...-
CSV
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CSV
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CSV
The resource: 'World Trade Web_2000' is not accessible as guest user. You must login to access it!
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CSV
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CSV
The resource: 'WTN_adj_2020' is not accessible as guest user. You must login to access it!
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CSV
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Carbon Trade Network_2020
Weighted, directed adjacency matrix of the Carbon Trade Network in the year 2020-
CSV
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CSV
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Carbon Trade Network_2000
Weighted, directed adjacency matrix of the Carbon Trade Network in the year 2000-
CSV
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CSV
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Dataset on online cryptocurrency discussion on Twitter, Telegram, and Discord
This Dataset contains Twitter, Telegram and Discord data on online discussions on cryptocurrency. Starting from tweets mentioning cryptocurrencies, we leveraged and followed... -
Physical activity, quality of sleep, and quality of life in Italy: the long t...
From March 2020 to May 2021, several lockdown periods caused by COVID-19 pandemic have limited, with varying degrees of severity, the people’s usual activities and mobility in...-
ZIP
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ZIP
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Congress Network
Network built on top of US congress voting data and made available on the website GovTrack.us. Nodes identifies congressman and edges represent the semantic "have supported the...-
HTML
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HTML
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European Banks Asset Class exposures
This is a curated dataset, where the Original data are taken from European Banking Authority (EBA), who collects banks' data to perform stress-test systemic risk analysis....-
HTML
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HTML
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UNI Fake Giveaway Dataset
Dataset and study related to a scam originated on Twitter that lured users into sending their Uniswap (UNI) tokens to a fake giveaway.-
ZIP
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ZIP
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ZIP
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ZIP
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Estimating countries' peace index with GDELT
We use news media attention from the Global Data of Events, Location and Tone (GDELT) database, as a proxy for estimating Global Peace Index (GPI), to complement the knowledge... -
Ground truth evaluation of home location detection algorithms
Inferring mobile phone users' home location, i.e., assigning a location in space to a user based on data generated by the mobile phone network, is a central task in leveraging... -
TARS based prediction for Next Basket
Nowadays, a hot challenge for supermarket chains is to offer personalized services to their customers. Market basket prediction, i.e., supplying the customer a shopping list... -
DebtRank Systemic Risk Estimation Method
The DebtRank algorithm is used to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches.The method... -
Estimating Collective Wellbeing
This method estimates the wellbeing of a country by using an alternative measure to GDP. The proposed measure is the average sophistication of the satisfiable needs of a...-
ZIP
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ZIP
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Influence of missing RR-Intervals caused by motion artifacts on HRV features ...
Wearable physiological monitors have become increasingly popular, often worn during people’s daily life, collecting data 24 hours a day, 7 days a week. In the last decade,... -
Nowcasting well-being with human mobility data
This method describes an analytical framework to nowcast well-being by using mobility measures extracted from mobile phone data.
