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Code
A few examples of code that we have developed and published.
- Science of science
https://github.com/LleytonLi/Reciprocity-and-success-in-academic-careers
- Weihua Li, Tomaso Aste, Fabio Caccioli, Giacomo Livan, "Reciprocity and success in academic careers," arXiv:1808.03781 (2018).
- Evolution of cooperation through indirect reciprocity
https://github.com/simonerighi/RighiTakacs_ScientificReports2018
- Simone Righi, Károly Takács, "Social closure and the evolution of cooperation via indirect reciprocity", Scientific Reports 8 (2018).
- Network valuation in financial systems
https://github.com/paolobarucca/neva
- Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Stefano Battiston, Guido Caldarelli, "Network valuation in financial systems" (2016).
- Larry Eisenberg and Thomas H. Noe, "Systemic risk in financial systems", Management Science 47 (2), 236-249 (2001).
- Mittag-Leffler random number generator
https://se.mathworks.com/matlabcentral/fileexchange/19392-mittag-leffler-random-number-generator
- Daniel Fulger, Enrico Scalas, Guido Germano, "Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation", Physical Review E 77 (2), 021122 (2008).
- T. J. Kozubowski and S. T. Rachev, "Univariate geometric stable laws", Journal of Computational Analysis and Applications 1, 177-219 (1999).
- Generalized Hurst exponent
https://www.mathworks.com/matlabcentral/fileexchange/30076-generalized-hurst-exponent
- Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna "Scaling behaviors in differently developed markets", Physica A: Statistical Mechanics and its Applications 324 (1-2), 183-188 (2003).
- Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna. "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development", Journal of Banking & Finance 29 (4), 827-851 (2005).
- Tiziana Di Matteo, "Multi-scaling in finance", Quantitative Finance 7 (1), 21-36 (2007)
Data sources
Alpha Vantage Open-Access Stock API
Free stock API. Access to UK and other global financial and economic datasets, including historical equity and ETF time series data, company financials, and realtime/historical foreign exchange rates as well as digital/crypto currency prices. How to access: UCL members can obtain a free API key password from the provider website .
Access for UCL students and staff only, UCL sign in required. Covering global information on over 47,000+ of the world’s public and private banks
Key resources for Environmental, Social and Governance (ESG) data
Access for UCL students and staff only, UCL sign in required. Please select 'Shibboleth' then choose UCL from the list of institutions. Euromonitor International offers quality international market intelligence on industries, countries and consumers.
Access is for UCL students and staff only. Create an account on first use with your UCL email address and set a password. All access must be via the UCL PitchBook portal. Select the Sustainability tab for your chosen company. ESG data are provided by Sustainanalytics.
Access for UCL students and staff only. Username and password required for login, request this via the Contact the E-Resources Team form. Sustainable Views covers information on developments in ESG policy and regulation, the impact of sustainability metrics on capital markets, and the transition to a green and just economy.
Economist Intelligence Unit Country Reports Archive, 1952-1995
The Economist Intelligence Unit has published Country Reports since 1952, covering almost 200 countries. Each report presents detailed statistics alongside expert commentary and forecasting from the EIU’s analysts. This database presents the historical reports up to 1995. For current reports, access EIU Viewpoint.
Combines the Economist Intelligence Unit’s expert political insights, policy analysis and economic outlook with forward-looking forecasts and proprietary data. Includes EIU Country Reports.
You need to create an account in order to download data. ICPSR acquires, preserves, enhances, and distributes original social science research data for research and instruction.
Index of publications from the Organisation for Economic Co-operation and Development. Formerly SourceOECD.
Statista is an online portal for statistics consolidating statistical data on over 80,000 topics from more than 22,500 sources and covering over 170 different industries. UCL users do not have access to the Company database or the Global Consumer Survey.
The UK Data Service is a comprehensive resource funded by the ESRC to support researchers, teachers and policymakers who depend on high-quality social and economic data. Registration is required if you wish to download, order or analyse data online, where this is possible. Use your UCL username and password.
Business Source Complete (EBSCO)
Use the 'company profiles' tab to find company reports from MarketLine.
Requires a UCL email address to create a password. Users must access via Desktop@UCL or the UCL VPN. This is a global private company database that contains details on venture capital and private equity.
Website of Companies House, the UK organisation which incorporates and dissolves limited companies, examines and stores company information and makes this information available to the public.
Access for UCL students and staff only. Compustat data. Access is via a WRDS account: select the Register tab, complete the Account Request form to create a username and password and wait for a confirmation access email (this can take a few days).
CRSP: Center for Research in Security Prices
Access for UCL students and staff only. CRSP data. Access is via a WRDS account: select the Register tab, complete the Account Request form to create a username and password and wait for a confirmation access email (this can take a few days).
EMIS : Emerging Markets Information Service
EMIS is a curator of multi-sector, multi-country industry research from over 4,500 renowned global providers and niche local sources. As well as over 10 million Emerging Market based companies and all globally listed companies. The platform is organised into: Companies, Industries and Regions/ Countries. For more information please see the EMIS Knowledge Portal for short videos on how to use different functions or for a more detailed explanation use the EMIS University User Guide
Access for UCL students and staff only, UCL sign in required. Company data on every registered business in the UK and Ireland
Database of cross border greenfield investments covering all countries and sectors worldwide. Provides access to real-time monitoring of investment projects, capital investment and job creation.
Access for UCL students and staff only, UCL sign in required. Bureau van Dijk ’s global database with information on over 450 million public and private companies including, banks, vessels, insurance, and industrial companies covering 220+ countries
Access for UCL students and staff only, UCL sign in required. Bureau van Dijk's solution for searching and analyzing intelligence on global mergers and acquisitions, containing M&A, IPO, private equity, and venture capital deals and rumours
Access is for UCL students and staff only. Add your UCL email address and access via the UCL single sign-on. For any issues, please email support@pitchbook.com. PitchBook provides insight into the flow of capital across the venture capital, private equity and M&A ecosystem with detailed data on the private and public markets—including companies, investors, funds, investments, exits and people
Preqin Pro is a comprehensive database focused on Private Capital (Private Equity and Venture Capital) and Real Estate. It provides data about companies and funds, deals, exits, ESG exposure and strategies and Hedge Fund data.
Refinitiv Workspace (Eikon)
Access for UCL students and staff only. Contact the e-resources team to request a licence. Licences are initially for 1 week and may be reassigned after this depending on demand. Access includes SDC Platinum deal-making data add-on, to access SDC data, type SDC in the top search bar
Access for UCL students and staff only. Register via New user sign up, S&P Capital IQ Pro New User on initial use from a UCL computer with your UCL email to create a username and password. Change between SNL Financial, Metals & Mining and Real Estate data by changing your ‘Current Profile’ within the ‘User Profile and Display Information’ in your user account. To search all modules, please use the Generalist profile.
WRDS (Wharton Research Data Services)
Access for UCL students and staff only. Includes Compustat and CRSP data. Access is via a WRDS account: select the Register tab, complete the Account Request form to create a username and password and wait for a confirmation access email (this can take a few days).