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ISTANBUL STOCK EXCHANGE Data Set
Download: Data Folder, Data Set Description

Abstract: 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.

Data Set Characteristics:  

Multivariate, Univariate, Time-Series

Number of Instances:

536

Area:

Business

Attribute Characteristics:

Real

Number of Attributes:

8

Date Donated

2013-06-01

Associated Tasks:

Classification, Regression

Missing Values?

N/A

Number of Web Hits:

20159


Source:

Dr.Oguz Akbilgic,
oguzakbilgic '@' gmail.com
University of Tennessee, Knoxville


Data Set Information:

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


Attribute 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


Relevant Papers:

Paper: Akbilgic, O., Bozdogan, H., Balaban, M.E., (2013) A novel Hybrid RBF Neural Networks model as a forecaster, Statistics and Computing. DOI 10.1007/s11222-013-9375-7
PhD Thesis: Oguz Akbilgic, (2011) Hibrit Radyal Tabanlı Fonksiyon Ağları ile Değişken Seçimi ve Tahminleme: Menkul Kıymet Yatırım Kararlarına İlişkin Bir Uygulama, Istanbul University



Citation Request:

Paper: Akbilgic, O., Bozdogan, H., Balaban, M.E., (2013) A novel Hybrid RBF Neural Networks model as a forecaster, Statistics and Computing. DOI 10.1007/s11222-013-9375-7
PhD Thesis: Oguz Akbilgic, (2011) Hibrit Radyal Tabanlı Fonksiyon Ağları ile Değişken Seçimi ve Tahminleme: Menkul Kıymet Yatırım Kararlarına İlişkin Bir Uygulama, Istanbul University


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