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CNNpred: CNN-based stock market prediction using a diverse set of variables Data Set
Download: Data Folder, Data Set Description

Abstract: This dataset contains several daily features of S&P 500, NASDAQ Composite, Dow Jones Industrial Average, RUSSELL 2000, and NYSE Composite from 2010 to 2017.

Data Set Characteristics:  

Sequential, Time-Series

Number of Instances:

1985

Area:

Computer

Attribute Characteristics:

Real

Number of Attributes:

84

Date Donated

2019-12-26

Associated Tasks:

Classification, Regression

Missing Values?

Yes

Number of Web Hits:

1232


Source:

Ehsan Hoseinzade, a Ph.D. student of computer science at Simon Fraser University. ehoseinz '@' sfu.ca


Data Set Information:

It covers features from various categories of technical indicators, futures contracts, price of commodities, important indices of markets around the world, price of major companies in the U.S. market, and treasury bill rates. Sources and thorough description of features have been mentioned in the paper of 'CNNpred: CNN-based stock market prediction using a diverse set of variables'.


Attribute Information:

Provide information about each attribute in your data set.


Relevant Papers:

CNNpred: CNN-based stock market prediction using a diverse set of variables
U-CNNpred: A Universal CNN-based Predictor for Stock Markets



Citation Request:

Please cite the following paper:
Hoseinzade, E., & Haratizadeh, S. (2019). CNNpred: CNN-based stock market prediction using a diverse set of variables. Expert Systems with Applications, 129, 273-285.


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