14 items found

Licenses: Academic Free License 3.0 Tags: Simulation

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  • Method

    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...
  • Method

    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....
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    Dataset

    Private Simulated limit order book dynamics

    The dataset contains detailed simulations of the limit order book dynamics of financial assets. The data are calibrated on stocks of Nasdaq and contains all the events...
  • Dataset

    Frank Experiments

    Dataset with experimental results for the "Frank" hybrid decision-making system, with simulated users. Features: - CA. Co-evolutionary Accuracy. Accuracy reached by the user...
    • JSON
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    Experiment

    Private Epidemics Simulation Recovery

    The computation of Graph Epidemics Simulation Recovery performs a simulation of SEIR (Susceptible, Exposed, Infectious, Recovered) dynamics on a graph using the shortest path...
  • Experiment

    Experiment for Mobility Constrained Segregation Models

    We propose a segregation model incorporating mobility constraints to make agents select their location based on distance and location relevance. This study fills this gap by...
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  • Experiment

    Validation for MoGAN

    We conduct extensive experiments on public datasets of bike and taxi rides to show that MoGAN outperforms the classical Gravity and Radiation models regarding the realism of...
  • Experiment

    Estimation of emissions from vehicles' GPS trajectories

    We used the mobility-emission methods (https://data.d4science.org/ctlg/ResourceCatalogue/mobility-emissions) to perform experiments on real GPS trajectories describing 433,272...
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  • Experiment

    Simulation of individual mobility using STS-EPR

    In this experiment we simulate the mobility of individuals in New York City, London, and Tokyo, using STS-EPR. For each city, we compare the synthetic trajectories generated...
    • PDF
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  • Method

    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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  • Method

    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...
    • PDF
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  • Method

    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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  • Application

    Scikit-mobility

    Scikit-mobility is a library for human mobility analysis in Python. The library allows to: represent trajectories and mobility flows with proper data structures, TrajDataFrame...
    • URL
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  • TrainingMaterial

    Social Network Analysis with Python

    This set of tutorials provides an introduction to Social Network Analysis in Python with networkx. Topics covered: Introduction to NetworkX NDlib: Network Diffusion library...
    • ipynb
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    • ipynb
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    • ipynb
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    • ipynb
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