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City of Chicago payments
Two publicly available datasets of real-world financial payment data. -
City of Philadelphia payments
Two publicly available datasets of real-world financial payment data. -
Core company data - estimates data
Core company data - estimates data -
Compustat daily updates - fundamentals annual
Compustat daily updates - fundamentals annual -
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. -
Stock price prediction
Stock market data is downloaded from Tushare(www.tushare.pro). The stock price data on Tushare is with public availability. -
Stochastic volatility dataset
The dataset used in the paper is a stochastic volatility dataset. -
Orderbook Dataset
The dataset used in the paper is the Orderbook dataset, which contains high-frequency trading orderbooks collected from real stock markets. -
Financial dataset
Real-world financial dataset used in experiments, sourced from reputable financial databases and APIs like Yahoo Finance and Alpaca News API. -
Financial data
Financial data: the US Dollar exchange rate with respect to the top 10 international currencies and three precious metals.