ISTANBUL STOCK EXCHANGE

Donated on 5/31/2013

Data sets includes returns of Istanbul Stock Exchange with seven other international index; SP, DAX, FTSE, NIKKEI, BOVESPA, MSCE_EU, MSCI_EM from Jun 5, 2009 to Feb 22, 2011.

Dataset Characteristics

Multivariate, Univariate, Time-Series

Subject Area

Business

Associated Tasks

Classification, Regression

Feature Type

Real

# Instances

536

# Features

10

Dataset Information

Additional Information

Data is collected from imkb.gov.tr and finance.yahoo.com. Data is organized with regard to working days in Istanbul Stock Exchange.

Has Missing Values?

No

Introductory Paper

A novel Hybrid RBF Neural Networks model as a forecaster

By O. Akbilgic, H. Bozdogan, M. E. Balaban. 2013

Published in Statistics and computing

Variables Table

Variable NameRoleTypeDescriptionUnitsMissing Values
dateFeatureDateno
ISEFeatureContinuousno
ISEFeatureContinuousno
SPFeatureBinaryno
DAXFeatureContinuousno
FTSEFeatureContinuousno
NIKKEIFeatureContinuousno
BOVESPAFeatureContinuousno
EUFeatureContinuousno
EMFeatureContinuousno

0 to 10 of 10

Additional Variable Information

Stock exchange returns. Istanbul stock exchange national 100 index, Standard & poor’s 500 return index, Stock market return index of Germany, Stock market return index of UK, Stock market return index of Japan, Stock market return index of Brazil, MSCI European index, MSCI emerging markets index

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Creators

Oguz Akbilgic

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