-
Electricity, coal, gas, and fuel prices dataset
Electricity, coal, gas, and fuel prices dataset for testing deep hedging strategies -
Cost of Capital
The dataset used in the paper to calculate the cost of capital. -
CRSP Database
The dataset used in this paper is the Center for Research in Securities Prices (CRSP) database sampled between January 1963 and December 2018. -
Continuity of Utility Maximization under Weak Convergence
The dataset used in the paper is a sequence of financial markets with underlying assets (S(n))n∈N that are converging weakly to S. -
Sentiment-Driven Stochastic Volatility Model
The dataset contains high-frequency news sentiment and volatility of the S&P 500. -
Daily Stock Market Indices
The dataset contains daily return of five stock market indices: Nasdaq (US), Straits Times Index (STI, Singapore), Hang Seng Index (Hong Kong), Corea SE (Corea) and AEX (Holland). -
Hawkes Processes with Latency in Hawkes Processes: Applications in Finance
The dataset used in this paper is a high-frequency order book data, specifically BUND futures data. -
Financial Market Dataset
The dataset used in the paper is a financial market dataset, containing price data, technical analysis indicators, and hand-crafted features. -
MCCS Dataset
The dataset used in this paper is a collection of Mid-Curve Calendar Spread (MCCS) trades, ranging from September 2006 to September 2016, with different expirations, forward and... -
DeepPocket
Portfolio management aims at maximizing the return on investment while minimizing risk by continuously reallocating the assets forming the portfolio. These assets are not...
