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Credit Portfolio correlation sensitivity with interpretable generative NN
The dataset contains n = 206 correlation matrices of the monthly log-returns of M = 44 equity indices, calculated on their monthly time series from February 1997 to June 2022,... -
CSMAR Dataset
The dataset used in this paper is the CSMAR dataset, which includes daily technical data like open, close, high, low, returns, volume, vwap, cap, and fundamental data like cap... -
Binance Price-Volume Data
Price-volume data from the popular cryptocurrency exchange binance.com, focusing on the BTCUSDT pair. Data for other pairs such as ETHUSDT and ADAUSDT can also be obtained for... -
Binance OHLCV data
OHLCV data from the popular cryptocurrency exchange binance.com, focusing on the BTCUSDT pair. Data for other pairs such as ETHUSDT and ADAUSDT can also be obtained for... -
China Stock Market Data
The dataset used in this paper is the China stock market data, which includes daily technical data like open, close, high, low, returns, volume, vwap, cap, and fundamental data... -
Synthetic Financial Data
The dataset used in the paper is a set of synthetic financial data, including option prices, underlying asset prices, strike prices, expiration times, risk-free interest rates,... -
FinQA: A dataset of numerical reasoning over financial data
The FinQA dataset is a dataset of numerical reasoning over financial data. -
Orderbook Dataset
The dataset used in the paper is the Orderbook dataset, which contains high-frequency trading orderbooks collected from real stock markets. -
MSCI dataset
MSCI dataset -
CRSP US Sector Indices
The dataset used in this paper is the CRSP US Total Market Index and 11 constituent sector indices. -
Tapai Group Stock Market Dataset
The dataset used in this paper is a stock market dataset, which includes group closing prices, stock technical indicators, and market sentiment. -
Daily Stocks Dataset
The dataset contains daily historical Google stock data from 2004 to 2019 with open, high, low, close, adjusted close, and volume features. -
Fama French
Fama French factor returns -
Trading data dataset
The trading data dataset is used to test the proposed CL-VAE. The dataset contains 100,000 rows of data describing trades made by traders at a Swedish investment bank. -
Stock Volume Forecasting with Advanced Information by Conditional Variational...
Daily stock volume forecasting with advanced information using Conditional Variational Auto-Encoder -
Daily Data of Seven Global Market Indicators
The dataset used in this research is the daily data of seven global market indicators between 2008 and 2019. -
Daily Data of Eighty-Eight Stocks
The dataset used in this research is the daily data of eighty-eight stocks.
