Financial
These are daily stock price data downloaded from Investors Exchange
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WannaCry Bitcoin Cash-in and Cash-out payment network data in JSON along with STIX representation of address 12t9YDPgwueZ9NyMgw519p7AA8isjr6SMw12t9YDPgwueZ9NyMgw519p7AA8isjr6SMw
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Agents in the electricity sector may find themselves in a short position in the market at times. In this case, they have the option of hedging their risk by contracting part or all of their position through fixed-price forward contracts. If the hedge is only partial, the non-contracted portion must be settled at an uncertain future spot price, which exposes the agent to price risk. On the other hand, while a full hedge eliminates the risk, it eliminates potential gains.
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The data was collected and represents the historical data of 6 currency pairs measured in 4-hour intervals: 4 major pairs such as GBP/USD, EUR/USD, USD/CHF, USD/JPY and 2 minor pairs such as EUR/GBP and GBP/JPY.
The data set covers the period from 01-2000 to 07-2020
Three files exists: the sequence dataset, the label dataset, and the legenda.
The legenda reports the follwoing information:
BBSignal, BBBreakoutSignal, LabelStrategy: SIGNAL_NONE=0 SIGNAL_BUY=1 SIGNAL_SELL=2 BarType and HAType: BAR_NONE=0 BAR_BULL=1
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Please cite the following paper when using this dataset:
N. Thakur, "Twitter Big Data as a Resource for Exoskeleton Research: A Large-Scale Dataset of about 140,000 Tweets from 2017–2022 and 100 Research Questions", Journal of Analytics, Volume 1, Issue 2, 2022, pp. 72-97, DOI: https://doi.org/10.3390/analytics1020007
Abstract
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This dataset includes the time series of daily returns for the stock indices of China and ASEAN-6 countries including Vietnam, Thailand, Singapore, Philippines, Malaysia and Indonesia from January 04, 2010 to April 30, 2021.
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Twitter is one of the most popular social networks for sentiment analysis. This data set of tweets are related to the stock market. We collected 943,672 tweets between April 9 and July 16, 2020, using the S&P 500 tag (#SPX500), the references to the top 25 companies in the S&P 500 index, and the Bloomberg tag (#stocks). 1,300 out of the 943,672 tweets were manually annotated in positive, neutral, or negative classes. A second independent annotator reviewed the manually annotated tweets.
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This data is for the portfolio
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This dataset includes the time series of daily returns for the main stock indices of G20 countries including Argentina, Australia, Brazil, Canada, China, the European Union, France, Germany, India, Indonesia, Italy, Japan, Mexico, Russia, Saudi Arabia, South Africa, South Korea, Turkey, the United Kingdom, and the United States from Jan 1, 2010 to Jan 1, 2020.
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824 Views
Data for the study has been retrieved from a publicly available data set of a leading European P2P lending platform, Bondora (https://www.bondora.com/en). The retrieved data is a pool of both defaulted and non-defaulted loans from the time period between 1st March 2009 and 27th January 2020. The data comprises demographic and financial information of borrowers and loan transactions. In P2P lending, loans are typically uncollateralized and lenders seek higher returns as compensation for the financial risk they take.
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5934 Views