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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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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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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... -
NYSE transactions
This dataset contains financial data on the price of the top 250 most liquid assets of New York Stock Exchange (NYSE) from 2006 to 2014. The dataset contains transactions,... -
FED data
March 2001- September 2013 quarterly data of US banks' holdings. The number of financial institutions present in the data is pretty stable during quarters, starting from... -
bond yield_equity log-returns_CDS spreads
Financial data used to construct a bipartite network of systemically important banks and sovereign bonds. -
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!
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HTML
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e-MID dataset
e-MID is the Italian Electronic Market for Interbank Deposits. Data consist of transactions between banks participating to the market. For each transaction, the following... -
e-MID interbank transactions
This dataset is an edgelist containing daily interbank transactions as registered in the electronic Market for Interbank Deposits (e-MID), in the period 2010--2014. e-MID is... -
Retail market dataset
The dataset contains purchases of Unicoop Tirreno customers, description and information of the shops (both small shops and supermarkets) and the customers. -
Disease Twitter Dataset
This Twitter dataset covers two recent outbreaks: Ebola and Zika. About 60 million tweets were collected through a query-based access to the Twitter Streaming API, covering...
