5 datasets found

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  • CRSP

    The dataset is created from raw financial datasets, including price data, financials, and sentiment data.

  • Equity Market Dataset

    The dataset used in the paper is an equity market dataset, which contains daily prices and trading volumes of approximately 3,600 stocks between 2009 and 2018.

  • Real Data

    The dataset is used to estimate the parameters of a Markov-Modulated Jump-Diļ¬€usion Model (MMJDM) for stock prices.

  • Bitcoin and Amazon Stock Prices

    The dataset was acquired from the free version of the Yahoo Finance API in Python, containing the close price of Bitcoin (BTC) from 2014-10-15 to 2020-01-01 and Amazon (AMZN)...

  • Stock Dataset

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