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The equilibrium effects of mortality risk
This paper investigates how mortality risk affects agents’ optimal decisions and asset prices within a general equilibrium framework. A risk-averse households facing a... -
Private Online learning of order flow and market impact with Bayesian change-point de...
The paper proposes the use of Bayesian online change-point detection (BOCPD) methods to identify regime shifts in real-time and enable online predictions of order flow and... -
Private Reinforcement Learning for Optimal Execution When Liquidity Is Time-Varying
The paper investigates the application of Double Deep Q-Learning, a neural network-based Reinforcement Learning approach, to derive optimal trading policies in the presence of... -
Private Information flow in the FTX bankruptcy: A network approach
The paper investigates the cryptocurrency network of the FTX exchange during the collapse of its native token. A filtered correlation matrix is constructed by using... -
Private Modeling shock propagation and resilience in financial temporal networks
The paper proposes a vector autoregressive framework to analytically compute the Impulse Response Function of a network metric conditional to a shock on a node. Moreover, the... -
Private CAESar: Conditional Autoregressive Expected Shortfall
The paper proposes a new methodology named Conditional Autoregressive Expected Shortfall (CAESar) which is able to handle dynamic patterns flexibly and includes... -
Private Bayesian autoregressive online change-point detection with time-varying param...
The paper proposes a new methodology on Change-Point Detection in a probabilistic framework that allows for real time updates and uncertainty estimation. It allows to... -
Private Origin and destination attachment from Twitter
The cultural integration of immigrants conditions their overall socio-economic integration as well as natives' attitudes towards globalisation in general and immigration in... -
Private Superdiversity dataset
The Superdiversity dataset includes the Superdiversity Index (SI) calculated on the diversity of the emotional content expressed in texts of different communities. The... -
Synthetic data for recruitment
The datasets consist of a pair of tabular 2000 curricula and 2000 job offers generated by a trained generative causal model. The generation process followed a causal graph...-
ZIP
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ZIP
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WNFT_M
The WNFT_M dataset, comprises 26,875 English language posts with associated data from the corresponding wNFT collection, published between August 16, 2022, and November 18,...-
ZIP
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ZIP
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Private UNI Fake Giveaway Dataset
This dataset is related to the study "From Tweet to Theft: Tracing the Flow of Stolen Cryptocurrency" (Cola et al., 2023), which investigates a 2020 cryptocurrency scam... -
Low Carbon Technologies Comparative Advantage Dataset
The Green Comparative Advantage dataset (GreenCA)contains information about the comparative advantage in exporting low carbon technologies, that is to say, technologies having... -
Telegram data cryptoEN chats
This dataset contains English-language Telegram data focused on discussions related to conspiracy theories and involved in discussions around financial and cryptocurrency... -
Private FMNews
To access the Data, an NDA is needed: please contact the Authors. FMNews is a dataset of articles reporting femicides, extracted from Italian newspapers using the femicide... -
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ZIP
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ZIP
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Italian Common Procurement Vocabulary (CPV)
This dataset contains 5M pairs of Italian tender descriptions and the corresponding Common Procurement Vocabulary (CPV) code. The data are downloaded from the ANAC website...-
ZIP
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ZIP
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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
