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ISSN: 1556-5068

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Datasets associated with articles published in SSRN

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1970 2024
456 results
  • Amharic text dataset extracted from memes for hate speech detection or classification: Amharic Language Hate Speech Detection System from Facebook Image Post Using Deep Learning System
    the dataset is collected from social media such as facebook and telegram. the dataset is further processed. the collection are D1_org: this dataset is neither stemed nor stopword are remove: D1_sf: in this dataset stopwords are removed but not stemmed and in D3_stemed datset is stemmed and stopwords are removed. stemming is done using hornmorpho developed by Michael Gesser( available at https://github.com/hltdi/HornMorpho) all datasets are normalized and free from noise such as punctuation marks and emojs.
    • Dataset
  • Excel Pricing Workbook: Credit Derivative Theory & Practice – A Credit Primer & Review of the Impact of ISDA Standardization on Credit Default Swap Pricing & Credit Model Calibration
    Credit Default Swap Excel Pricing Workbook with Market Data
    • Dataset
  • Data for: Measurement of Global Value Chain (GVC) Participation in World Development Report 2020
    This document contains all graphs presented in chapter 1 of the World Development Report 2020. For references of the papers cited in this document please refer to the report itself. Please cite “World Development Report 2020: Trading for Development in the Age of Global Value Chains. Washington, DC: World Bank.”
    • Dataset
  • Data for: Volatility-of-Volatility Risk in Asset Pricing
    VOV data. 1) VOV: For each day, we estimate VOV by calculating the realized bipower variance from a series of five-minute model-free implied market variance within the day, using the high-frequency S&P 500 index option data. 2) ΔVOV: The innovations in market volatility-of-volatility (ΔVOV) is computed as the ARMA(1,1) model residual of the market volatility-of-volatility (VOV). To calculate implied volatility, we use the tick-by-tick quote data for the S&P 500 index (SPX) options from CBOE’s Market Data Report (MDR) tapes over the time period from January 1996 to December 2015. Citation: Chen, Te-Feng, Tarun Chordia, San-Lin Chung, and Ji-Chai Lin. 2021. VOV Risk in Asset Pricing. Review of Asset Pricing Studies. (The VOV data is available at https://www.dropbox.com/s/es8sew1zpu9xciu/VOV-data-RAPS.xlsx?dl=0)
    • Dataset
  • Data for: On The Radon--Nikodym Spectral Approach With Optimal Clustering.
    This is the code to accompany the paper "On The Radon--Nikodym Spectral Approach With Optimal Clustering". This is a software implementing the algorithms of interpolation, classification, and optimal clustering based on the Lebesgue quadrature technique. Whereas in a Bayesian approach new observations change only outcome probabilities, in the Radon-Nikodym approach not only outcome probabilities but also the probability space change with new observations. This is a remarkable feature of the approach: both the probabilities and the probability space are constructed from the data. A regular PCA variation expansion depends on attributes normalizing. The PCA variation expansion in the Lebesgue quadrature basis is unique thus does not depend on attributes scale, moreover it is invariant relatively any non-degenerated linear transform of input vector components. A Christoffel function solution to a matrix Low Rank Representation (LRR) is provided as well; the solution is outlier--stable and has the same invariant group.
    • Dataset
  • Data for: ‘On the Road Again’: A 118 Country Panel Analysis of Gasoline and Diesel Demand
    Road fuel (motor gasoline & diesel) real price index (base year 2005). Prices weighted by motor gasoline and diesel in final road transport consumption. Unbalanced data for 118 countries, 1978-2016. This index was used in Appendix B of Liddle, B. and H. Huntington (2020). ‘On the Road Again’: A 118 Country Panel Analysis of Gasoline and Diesel Demand. Transportation Research A: Policy and Practice. Please cite accordingly.
    • Dataset
  • Data for: Leap-Frogging and Energy Consumption: A Country Panel Analysis
    This is the expanded dataset used in the addendum to Liddle & Huntington 2020. Please cite this data as: Liddle, B. & Huntington, H. 2020. There’s Technology Improvement, but is there Economy-wide Energy Leap-Frogging? A Country Panel Analysis. Accepted at World Development.
    • Dataset
  • Obtaining Externally Valid Heterogeneous Treatment Effects
    This directory runs all associated code for the Global Poverty Research Lab, Research Methods Initiative Research Note "Obtaining Externally Valid Heterogeneous Treatment Effects". Only the raw data is provided, the tables and figures need to be re-created by running the associated do files.
    • Dataset
  • Data for: 3689347 SSRN DT1.1 09Sep2020
    https://data.mendeley.com/submissions/ssrn/create?submission_id=3689347&token=ae35e51d-b4c4-45e7-94a2-83f2d9773252
    • Dataset
    • Document
  • Data for: 3689347 SSRN DT1.1 09Sep2020
    https://data.mendeley.com/submissions/ssrn/create?submission_id=3689347&token=ae35e51d-b4c4-45e7-94a2-83f2d9773252
    • Dataset
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