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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.... -
Debiaser for Multiple Variables (DEMV)
DEMV is a Debiaser for Multiple Variables that aims to increase Fairness in any given dataset, both binary and categorical, with one or more sensitive variables, while keeping...-
ipynb
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ipynb
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Reducing radicalizism in social networks by feeds prioritization - Rebalancin...
Code and description of the methodology of the paper "Rebalancing Social Feed to Minimize Polarization and Disagreement" funded by SoBigData ++
