9 items found

Availability: On-Line Groups: sobigdata-eu Demography, Economy and Finance 2.0

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  • Method

    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...
  • Method

    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....
  • Dataset

    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
      The resource: 'Common_Crawl_Financial_News' is not accessible as guest user. You must login to access it!
  • Dataset

    World Trade Web_2000

    Weighted, directed adjacency matrix of the World Trade Web in the year 2000
    • CSV
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  • Dataset

    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
      The resource: 'dataset and code' is not accessible as guest user. You must login to access it!
  • Dataset

    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
      The resource: 'Original data' is not accessible as guest user. You must login to access it!
  • Dataset

    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
      The resource: 'data-link' is not accessible as guest user. You must login to access it!
  • Dataset

    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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