Ioannis Chalkiadakis's repositories
cryptogpcausality
This 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.
ardlmidasdnn
This 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 Chalkiadakis, Prof. Gareth W. Peters and Dr. Matthew Ames.
covid19modelrisk
This 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, Gareth W. Peters, Pavel V. Shevchenko.
PyMstdnCollect
A 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 Collection on Mastodon", by Chalkiadakis, Ioannis and Chavalarias, David
causal_agribusiness
A repository accompanying the paper "Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements", by Ioannis Chalkiadakis, Gareth W. Peters, Guillaume Bagnarosa and Alexandre Gohin.
datadescriptor_uselections2020
Code 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 election", by Ioannis Chalkiadakis, Louise Anglès d’Auriac, Gareth W. Peters, and Divina Frau-Meigs
streamlitclimategpcausality
An interactive app for an exploratory case study on statistical causality relationships in the climate change-related Twitter debate during 2022.