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...

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....

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...

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,...

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...

This method describes an analytical framework to nowcast well-being by using mobility measures extracted from mobile phone data.

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...

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...

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...

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...