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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
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CSV
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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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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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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...
