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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.... -
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... -
TARS based prediction for Next Basket
Nowadays, a hot challenge for supermarket chains is to offer personalized services to their customers. Market basket prediction, i.e., supplying the customer a shopping list... -
DebtRank Systemic Risk Estimation Method
The DebtRank algorithm is used to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches.The method... -
Estimating Collective Wellbeing
This method estimates the wellbeing of a country by using an alternative measure to GDP. The proposed measure is the average sophistication of the satisfiable needs of a...-
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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...
