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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.... -
Workshopping on social big data and adversarial publics
This report is based on an empirical case study on content moderation, whose objective is to interrogate whether content moderation can be reclaimed by users as a practice...-
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LORE
The recent years have witnessed the rise of accurate but obscure decision systems which hide the logic of their internal decision processes to the users. The lack of...-
python
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python
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MARLENA
MARLENA is novel technique able to explain the reasons behind any black-box multi-label classifier decision. It will generate an explanation in the form of a decision rule....-
python
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Private TraffiCO2: a simulative framework to assess navigation systems' impact on CO2...
TraffiCO2 is a simulation framework to assess the impact of GPS navigation apps on urban well-being in terms of carbon dioxide (CO2) emissions. TraffiCO2 uses GPS data to... -
Private Mobility Constrained Segregation Models
Since the development of the original Schelling model of urban segregation, several enhancements have been proposed, but none have considered the impact of mobility constraints...
