11 datasets found

The dataset used in this paper is a portfolio rebalancing approach for the Indian stock market.

The dataset used in this paper is the Russell 3000, 2000, and 1000 indexes.

The dataset used in this paper is the CRSP US Stock database, which contains end-of-day and month-end prices for NYSE, NYSE MKT, NASDAQ, and Arca Exchanges.

The dataset used in this paper is the Center for Research in Securities Prices (CRSP) database sampled between January 1963 and December 2018.

A large-scale dataset containing over 180K StockQA instances, built based on Chinese online stock forums.

Finance 3: This refers to weekly stock prices of the 500 companies listed in S&P 500 from 12/13/2018 to 12/13/2023.

The dataset used in this paper for portfolio management, consisting of 5 low-relevant US stocks and cash.

The dataset contains daily historical Google stock data from 2004 to 2019 with open, high, low, close, adjusted close, and volume features.

The dataset used in this paper is a collection of financial time series data, including daily open price, high price, low price, close price, and trading volume.

The dataset consists of various financial time series which cover a period ranging from January 2, 2002, up to March 24, 2020.

The dataset used in this paper is a collection of stock prices, with daily log returns from 2010 to 2020.