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Real data for asset bubbles detection
Real data for asset bubbles detection using LSTM network -
Simulated data for asset bubbles detection
Simulated data for asset bubbles detection using LSTM network -
Cryptocurrency data
The dataset consists of historical prices of 19 popular cryptocurrencies. -
Hedge Funds, Banks, Brokerages, and Insurers Dataset
The dataset used in this study contains daily pricing information and return values from January 1998 to June 2020 for hedge funds, banks, brokerages, and insurers. -
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...