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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.... -
Private Synthetic interfirm network
The dataset contains a synthetic version of an interfirm network -
Private Simulated limit order book dynamics
The dataset contains detailed simulations of the limit order book dynamics of financial assets. The data are calibrated on stocks of Nasdaq and contains all the events... -
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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
The resource: 'CTN_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_2000
Weighted, directed adjacency matrix of the Carbon Trade Network in the year 2000-
CSV
The resource: 'CTN_adj_2000' is not accessible as guest user. You must login to access it!
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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...
