In this paper, the daily price data of constituents of the S&P 500 index, which dates from 2005 to 2021, are selected to train and test by the RNN model. 

Dataset Files

You must be an IEEE Dataport Subscriber to access these files. Subscribe now or login.

[1] Xu Chen, "RNN-S&P500", IEEE Dataport, 2021. [Online]. Available: http://dx.doi.org/10.21227/w23n-3582. Accessed: Feb. 17, 2025.
@data{w23n-3582-21,
doi = {10.21227/w23n-3582},
url = {http://dx.doi.org/10.21227/w23n-3582},
author = {Xu Chen },
publisher = {IEEE Dataport},
title = {RNN-S&P500},
year = {2021} }
TY - DATA
T1 - RNN-S&P500
AU - Xu Chen
PY - 2021
PB - IEEE Dataport
UR - 10.21227/w23n-3582
ER -
Xu Chen. (2021). RNN-S&P500. IEEE Dataport. http://dx.doi.org/10.21227/w23n-3582
Xu Chen, 2021. RNN-S&P500. Available at: http://dx.doi.org/10.21227/w23n-3582.
Xu Chen. (2021). "RNN-S&P500." Web.
1. Xu Chen. RNN-S&P500 [Internet]. IEEE Dataport; 2021. Available from : http://dx.doi.org/10.21227/w23n-3582
Xu Chen. "RNN-S&P500." doi: 10.21227/w23n-3582