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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
The resource: 'Common_Crawl_Financial_News' is not accessible as guest user. You must login to access it!
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CSV
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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
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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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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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Global Peace Index data
A dataset of the Global Peace Index (GPI), which ranks 163 independent states and territories according to their level of peacefulness. The GPI covers 99.7 per cent of the... -
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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Food consumption data at the canteens of University of Pisa
A dataset storing all the meals consumed by students at the canteen of University of Pisa during a six years-long period. -
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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... -
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. -
Analysis of changes in visits to public venues during the COVID-19 pandemic
The non-pharmaceutical interventions (NPIs), aimed at reducing the diffusion of the COVID-19 pandemic, has dramatically influenced our behaviour in everyday life. We developed... -
Estimating and understanding countries' peace index with GDELT
Our objective is to measure the Global Peace Index (GPI) at a monthly frequency, as compared to the official annual GPI score, to have more frequent updates of peacefulness....
