Skip to content

Latest commit

 

History

History
14 lines (11 loc) · 933 Bytes

README.md

File metadata and controls

14 lines (11 loc) · 933 Bytes

Annotations to the provided files

Data files are structured in the following way:

  • Data on the TVL of the leading DeFi services is combined in a single file and contained in the sub-folder “defi”;
  • Collected articles from every media are stored in the subfolder “news”.

Code is separated into 5 key parts corresponding to:

  • Data collection (news_data.py) — Python scraper;
  • General cleaning, preprocessing and data visualisation (clean_vis.R) — R script;
  • Naive and modified DeFi EPU index construction (epu_index.R) — R script;
  • Structural VAR model for the analysis of the uncertainty shocks (var_base.R) — R script;
  • Functions, required for active learner and querying (uncertainty_sampling.R) — R script.

The analysis can be replicated by using the provided data files and running the provided R scripts. Active learning model would require iterating querying and model selection based on the AUC.