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

Published: 20 Jan 2020 | Version 4 | DOI: 10.17632/byjnr4kz5v.4
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Description of this data

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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Latest version

  • Version 4

    2020-01-20

    Published: 2020-01-20

    DOI: 10.17632/byjnr4kz5v.4

    Cite this dataset

    Hoseinzade, Ehsan (2020), “CNNpred: CNN-based stock market prediction using a diverse set of variables”, Mendeley Data, v4 http://dx.doi.org/10.17632/byjnr4kz5v.4

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Categories

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

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CC BY 4.0 Learn more

The files associated with this dataset are licensed under a Creative Commons Attribution 4.0 International licence.

What does this mean?
You can share, copy and modify this dataset so long as you give appropriate credit, provide a link to the CC BY license, and indicate if changes were made, but you may not do so in a way that suggests the rights holder has endorsed you or your use of the dataset. Note that further permission may be required for any content within the dataset that is identified as belonging to a third party.

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