CNNpred: CNN-based stock market prediction using a diverse set of variables
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".
Experiment data files
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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The files associated with this dataset are licensed under a Creative Commons Attribution 4.0 International licence.