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Optimal Investment and Proportional Reinsurance under Exponential Forward Pre...
The dataset is used to study the optimal investment and proportional reinsurance problem of an insurance company, whose investment preferences are described via a forward... -
Portfolio Optimization
The dataset used in the paper is a set of samples from a portfolio optimization problem. The dataset is used to test the performance of different methods for stochastic... -
Finance Domain Dataset
The finance domain dataset consists of 75 edges and only 4 hierarchy clusters. -
Parametric Differential Machine Learning (PDML) for Pricing and Calibration
The dataset used in this paper is a collection of samples of stochastic processes and functionals, used for training and testing the Parametric Differential Machine Learning... -
Aruba-Diebold-Scotti (ADS) index dataset
The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data. -
Chicago Fed National Activity Index (CFNAI) dataset
The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data. -
National Financial Conditions Index (NFCI) dataset
The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data. -
US GDP growth dataset
The dataset used in this paper is a combination of monthly macroeconomic and weekly financial data. -
Freddie Mac Mortgage Dataset
The dataset is a sample of approximately 2 million loan-month observations from Freddie Mac fixed rate, mortgages originated in 2001. -
Macroeconomic and Financial Variables
The dataset used in this paper is a list of macroeconomic and financial variables used to forecast excess returns and volatility. -
FDIC Bank Data
The dataset used in this paper is a collection of financial data about failed and non-failed banks in the US. -
FX Options Dataset
The dataset used in this paper is a collection of FX options data, including vanilla options, barrier options, and exotic options. -
Financial dataset
Real-world financial dataset used in experiments, sourced from reputable financial databases and APIs like Yahoo Finance and Alpaca News API. -
German Credit data
The dataset used in the paper for numeric data generation and classification. -
German Credit Dataset
The German credit dataset is a dataset used for classification tasks, and it contains sensitive attributes such as credit history. -
Exchange-Rate dataset
The Exchange-Rate dataset contains daily exchange rates from 8 countries. -
German dataset
The dataset used in this paper is the German dataset, which is a real-world UCI Machine Learning dataset extracted from a German bank for default prediction.
