69 datasets found

Real-world financial dataset used in experiments, sourced from reputable financial databases and APIs like Yahoo Finance and Alpaca News API.

The dataset used in the paper is a simulation dataset for testing the model-free hedging of Impermanent Loss in Geometric Mean Market Makers.

The dataset used in this paper is a regime-switching geometric Brownian motion process with two distinct regimes (bullish and bearish markets) with parameter values for each...

The dataset used in this paper is a collection of Mid-Curve Calendar Spread (MCCS) trades, ranging from September 2006 to September 2016, with different expirations, forward and...

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

Portfolio management aims at maximizing the return on investment while minimizing risk by continuously reallocating the assets forming the portfolio. These assets are not...

The dataset used in the paper is the Convexity adjustments a la malliavin dataset, which contains the convexity adjustments of financial instruments.

The dataset used in the paper is the Stochastic Volatility for Factor HJM Framework dataset, which contains the prices of financial instruments.

The dataset used in the paper is the SOFR futures contracts dataset, which contains the prices of SOFR futures contracts.