Forecasting of Indian Stock Market Indices
Description
Dataset Description The dataset consists of historical market data from the National Stock Exchange (NSE) of India, specifically focusing on three key indices: NIFTY 50 NIFTY MIDCAP BANK NIFTY This dataset is designed for financial forecasting and analysis tasks, particularly for predicting the closing price (Close_(t)) of an index based on various technical indicators and historical features. Structure of the Dataset Number of Columns: 20 Rows: Varies based on the time frame of the data collected for each index. Column Descriptions Date: The trading date (format: YYYY-MM-DD). High_(t-1): The highest price of the previous trading day. Low_(t-1): The lowest price of the previous trading day. Close_(t-1): The closing price of the previous trading day. Open_(t-1): The opening price of the previous trading day. Volume_(t-1): The trading volume on the previous day. SMA_6: 6-day Simple Moving Average of the closing price. EMA_26: 26-day Exponential Moving Average. EMA_12: 12-day Exponential Moving Average. MACD: Moving Average Convergence Divergence (EMA_12 - EMA_26). MACD_Signal: 9-day EMA of the MACD, used as a signal line. RSI_6: 6-day Relative Strength Index, indicating momentum. RSV_9: Raw Stochastic Value over a 9-day period. PSY_13: Psychological Line indicator over 13 days. K_9: Stochastic %K value for a 9-day window. D_3: Stochastic %D value (3-day moving average of %K). OBV: On-Balance Volume, a cumulative volume-based indicator. SAR: Parabolic Stop and Reverse indicator. CMF: Chaikin Money Flow, a volume-weighted average of accumulation and distribution over a certain period. Close_(t) (Target Variable): The actual closing price of the current day, which the model aims to predict.
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Institutions
- Siksha O Anusandhan University