Data
cnn-stock-pred-sp

cnn-stock-pred-sp

active ARFF Publicly available Visibility: public Uploaded 28-05-2021 by Meilina Reksoprodjo
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This datasets 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.This dataset only contains information from the S&P.

84 features

Datestring1984 unique values
0 missing
Closenumeric1970 unique values
0 missing
Volumenumeric1973 unique values
1 missing
momnumeric1983 unique values
1 missing
mom1numeric1982 unique values
2 missing
mom2numeric1981 unique values
3 missing
mom3numeric1980 unique values
4 missing
ROC_5numeric1979 unique values
5 missing
ROC_10numeric1974 unique values
10 missing
ROC_15numeric1969 unique values
15 missing
ROC_20numeric1964 unique values
20 missing
EMA_10numeric1975 unique values
9 missing
EMA_20numeric1965 unique values
19 missing
EMA_50numeric1935 unique values
49 missing
EMA_200numeric1785 unique values
199 missing
DTB4WKnumeric98 unique values
0 missing
DTB3numeric101 unique values
0 missing
DTB6numeric118 unique values
0 missing
DGS5numeric212 unique values
0 missing
DGS10numeric248 unique values
0 missing
Oilnumeric1971 unique values
1 missing
Goldnumeric1872 unique values
1 missing
DAAAnumeric224 unique values
0 missing
DBAAnumeric230 unique values
0 missing
GBPnumeric1493 unique values
478 missing
JPYnumeric1502 unique values
479 missing
CADnumeric1496 unique values
483 missing
CNYnumeric1436 unique values
479 missing
AAPLnumeric1982 unique values
1 missing
AMZNnumeric1978 unique values
1 missing
GEnumeric1930 unique values
1 missing
JNJnumeric1966 unique values
1 missing
JPMnumeric1969 unique values
1 missing
MSFTnumeric1956 unique values
1 missing
WFCnumeric1957 unique values
1 missing
XOMnumeric1971 unique values
1 missing
FCHInumeric1944 unique values
40 missing
FTSEnumeric1910 unique values
71 missing
GDAXInumeric1917 unique values
67 missing
DJInumeric1982 unique values
1 missing
HSInumeric1814 unique values
170 missing
IXICnumeric1983 unique values
1 missing
SSECnumeric1746 unique values
238 missing
RUTnumeric1983 unique values
1 missing
NYSEnumeric1983 unique values
1 missing
TE1numeric274 unique values
0 missing
TE2numeric274 unique values
0 missing
TE3numeric276 unique values
0 missing
TE5numeric41 unique values
0 missing
TE6numeric50 unique values
0 missing
DE1numeric103 unique values
0 missing
DE2numeric173 unique values
0 missing
DE4numeric318 unique values
0 missing
DE5numeric308 unique values
0 missing
DE6numeric307 unique values
0 missing
CTB3Mnumeric293 unique values
1 missing
CTB6Mnumeric581 unique values
1 missing
CTB1Ynumeric1039 unique values
1 missing
Namestring1 unique values
0 missing
AUDnumeric357 unique values
0 missing
Brentnumeric694 unique values
0 missing
CAC-Fnumeric535 unique values
4 missing
copper-Fnumeric578 unique values
0 missing
WIT-oilnumeric746 unique values
0 missing
DAX-Fnumeric520 unique values
4 missing
DJI-Fnumeric407 unique values
0 missing
EURnumeric320 unique values
0 missing
FTSE-Fnumeric447 unique values
6 missing
gold-Fnumeric534 unique values
0 missing
HSI-Fnumeric504 unique values
75 missing
KOSPI-Fnumeric450 unique values
79 missing
NASDAQ-Fnumeric473 unique values
0 missing
GAS-Fnumeric862 unique values
0 missing
Nikkei-Fnumeric542 unique values
0 missing
NZDnumeric358 unique values
0 missing
silver-Fnumeric695 unique values
0 missing
RUSSELL-Fnumeric519 unique values
0 missing
S&P-Fnumeric435 unique values
0 missing
CHFnumeric317 unique values
0 missing
Dollar index-Fnumeric253 unique values
0 missing
Dollar indexnumeric257 unique values
0 missing
wheat-Fnumeric695 unique values
2 missing
XAGnumeric667 unique values
0 missing
XAUnumeric452 unique values
0 missing
Show all 84 features

19 properties

NumberOfInstances
1984
Number of instances (rows) of the dataset.
NumberOfFeatures
84
Number of attributes (columns) of the dataset.
NumberOfClasses
Number of distinct values of the target attribute (if it is nominal).
NumberOfMissingValues
3029
Number of missing values in the dataset.
NumberOfInstancesWithMissingValues
870
Number of instances with at least one value missing.
NumberOfNumericFeatures
82
Number of numeric attributes.
NumberOfSymbolicFeatures
0
Number of nominal attributes.
Dimensionality
0.04
Number of attributes divided by the number of instances.
PercentageOfNumericFeatures
97.62
Percentage of numeric attributes.
MajorityClassPercentage
Percentage of instances belonging to the most frequent class.
PercentageOfSymbolicFeatures
0
Percentage of nominal attributes.
MajorityClassSize
Number of instances belonging to the most frequent class.
MinorityClassPercentage
Percentage of instances belonging to the least frequent class.
MinorityClassSize
Number of instances belonging to the least frequent class.
NumberOfBinaryFeatures
0
Number of binary attributes.
PercentageOfBinaryFeatures
0
Percentage of binary attributes.
PercentageOfInstancesWithMissingValues
43.85
Percentage of instances having missing values.
AutoCorrelation
Average class difference between consecutive instances.
PercentageOfMissingValues
1.82
Percentage of missing values.
Show all 19 properties

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