Published February 3, 2020 | Version 1
Dataset Open

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

  • 1. Simon Fraser University

Description

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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Additional details

Related works

Is cited by
Preprint: https://arxiv.org/abs/1911.12540 (URL)
Is supplemented by
Journal article: 10.1016/j.eswa.2019.03.029 (DOI)

References

  • Hoseinzade, Ehsan, and Saman Haratizadeh. "CNNpred: CNN-based stock market prediction using a diverse set of variables." Expert Systems with Applications 129 (2019): 273-285.