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HELOC Dataset
The HELOC dataset is a multivariate dataset containing information about home credit applications. It includes variables such as external risk estimate, MSinceOldestTradeOpen,... -
European credit ratings dataset
The dataset of monthly credit ratings according to S&P for the 27 countries of the EU plus the UK. -
Qualitative Bankruptcy Dataset
The dataset contains information about the banks and whether they are bankrupt or not. -
BankNote Authentication Dataset
The dataset contains information about the bank notes and whether they are authentic or not. -
Order Flow Dataset
The dataset consists of the order flow data of Microsoft Corp. (MSFT) and Tesla Inc. (TSLA). -
Finance and Academic Papers
The dataset used in the paper is a mixture of general corpus and domain-specific corpus, with a power-law relationship between loss, mixture ratio, and training tokens scale. -
Early Warning Systems in Finance Dataset
A dataset of 616 articles published between 1976 and 2023, covering early warning systems in finance. -
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.