Published January 14, 2022
| Version v1
Dataset
Open
Aggregated FIN10K Dataset
Authors/Creators
- 1. Rensselaer Polytechnic Insititute
Description
These seven .csv files contain the logarithms of the stock return volatitilies, as well as the MDA sections of the FIN10K dataset used to replicate the experiment done in Tsai and Wang (2017), but for FETILDA. They are directly used by the Python scripts for training, validation, and testing. Among them, train-results.csv is used for training and testing, and the rest of the six .csv files are used for testing for the years 2001-2006, respectively.
Files
2001-result.csv
Files
(1.5 GB)
| Name | Size | |
|---|---|---|
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md5:b7c894b41cb4b2936cf7d3df0cc61fed
|
82.1 MB | Preview Download |
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md5:8b258f2acadf28a147d6b73790b13c7d
|
128.0 MB | Preview Download |
|
md5:a71eed1a364a396cad012e19133cff27
|
235.7 MB | Preview Download |
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md5:88845f52c02f8894549da6f589939ced
|
261.0 MB | Preview Download |
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md5:06a1ddf612690db0007eaae364f6d588
|
262.3 MB | Preview Download |
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md5:d950a44ef7e9934d62fbb9fd65237af8
|
248.4 MB | Preview Download |
|
md5:4423084da46eccf3040248e395974689
|
318.9 MB | Preview Download |
Additional details
Funding
- U.S. National Science Foundation
- III: EAGER: Knowledge Graph Mining for Financial Risk Analytics 1738895