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
By O. Akbilgic, H. Bozdogan, M. E. Balaban. 2013
Published in Statistics and computing
Variables Table
| Variable Name | Role | Type | Description | Units | Missing Values |
|---|---|---|---|---|---|
| date | Feature | Date | no | ||
| ISE | Feature | Continuous | no | ||
| ISE | Feature | Continuous | no | ||
| SP | Feature | Binary | no | ||
| DAX | Feature | Continuous | no | ||
| FTSE | Feature | Continuous | no | ||
| NIKKEI | Feature | Continuous | no | ||
| BOVESPA | Feature | Continuous | no | ||
| EU | Feature | Continuous | no | ||
| EM | Feature | Continuous | no |
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
Dataset Files
| File | Size |
|---|---|
| data_akbilgic.xlsx | 68.6 KB |
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pip install ucimlrepo
from ucimlrepo import fetch_ucirepo # fetch dataset istanbul_stock_exchange = fetch_ucirepo(id=247) # data (as pandas dataframes) X = istanbul_stock_exchange.data.features y = istanbul_stock_exchange.data.targets # metadata print(istanbul_stock_exchange.metadata) # variable information print(istanbul_stock_exchange.variables)
Akbilgic, O. (2013). ISTANBUL STOCK EXCHANGE [Dataset]. UCI Machine Learning Repository. https://doi.org/10.24432/C54P4J.
Creators
Oguz Akbilgic
DOI
License
This dataset is licensed under a Creative Commons Attribution 4.0 International (CC BY 4.0) license.
This allows for the sharing and adaptation of the datasets for any purpose, provided that the appropriate credit is given.