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covid19modelrisk
covid19modelrisk PublicThis repository contains the code for the paper "Infection Rate Models for COVID-19: Model Risk and Public Health News Sentiment Exposure Adjustments", by Ioannis Chalkiadakis, Kevin Hongxuan Yan, …
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cryptogpcausality
cryptogpcausality PublicThis repository contains the code for the paper "Sentiment-driven statistical causality in multimodal systems", by Ioannis Chalkiadakis, Anna Zaremba, Gareth W. Peters and Michael J. Chantler.
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ardlmidasdnn
ardlmidasdnn PublicThis repository contains the code for the paper "Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors", by Ioannis Ch…
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PyMstdnCollect
PyMstdnCollect PublicA Python package for social science research data collection with Mastodon's public API. A detailed description of the code is included in the paper: "PyMstdnCollect: A Python Package for Data Coll…
Python
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datadescriptor_uselections2020
datadescriptor_uselections2020 PublicCode for collecting and cleaning speeches (text) of the US 2020 election campaign. Corresponding publication: "A text dataset of campaign speeches of the main tickets in the 2020 US presidential el…
Python
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causal_agribusiness
causal_agribusiness PublicA repository accompanying the paper "Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements…
Python
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