CNNpred: CNN-based stock market prediction using a diverse set of variables

Published: 26 December 2019| Version 2 | DOI: 10.17632/byjnr4kz5v.2
Contributor:
Ehsan Hoseinzade

Description

This dataset contains several daily features of S&P 500, NASDAQ Composite, Dow Jones Industrial Average, RUSSELL 2000, and NYSE Composite from 2010 to 2017. It covers features from various categories of technical indicators, futures contracts, price of commodities, important indices of markets around the world, price of major companies in the U.S. market, and treasury bill rates. Sources and thorough description of features have been mentioned in the paper of "CNNpred: CNN-based stock market prediction using a diverse set of variables".

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Categories

Financial Market, Stock Price, Convolutional Neural Network, Deep Learning

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