69 datasets found

Real data for asset bubbles detection using LSTM network

Simulated data for asset bubbles detection using LSTM network

The dataset consists of historical prices of 19 popular cryptocurrencies.

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.

The dataset used in this paper is a collection of stock returns, which are used to construct statistical industry classifications.

A novel contrastive learning framework for learning asset embeddings from financial time series data.

The dataset is used to test the stationarity of the detrended price return in stock markets.

The dataset used in this paper is a collection of historical financial market data, including the CRSP value-weighted stock index and the CRSP 30-day T-bill index.

The dataset used in this paper is a collection of 18 months of daily robotic investment portfolios.

The dataset used in this paper is a collection of 20 years of asset pricing and 10 years of mutual fund portfolio holdings.

The dataset used in the paper is the price-quake model, which describes the pricing in the world's stock exchanges.

The dataset used in the paper is the world's stock exchanges network, modeled as a network of coupled oscillators.

Multi-agent trading system, featuring diverse professional backgrounds in its profiling modules, enabling concurrent operations and trading across a variety of financial products.

Financial market data used for testing the weighted-average quantile regression framework.

Limit Order Book dataset from US market, containing buy and sell limit order information (prices and volumes) over 10 business days from 10 large-cap US stocks.

Limit Order Book dataset from Nordic market, containing buy and sell limit order information (prices and volumes) over 10 business days from 5 Finnish stocks traded in Helsinki...

The dataset contains 12 leading global stock indices and stock prices of companies.

The dataset contains stock market indices and stock prices of companies.

Systemic risk indicator based on implied and realized volatility measures

The dataset is used to analyze the impact of monetary policy announcements on volatility jumps. It contains intradaily realized volatility and jump-robust measures for several...