In the following example, I am loading the daily closing prices of the Microsoft stock (Symbol: MSFT), for the year 2016 from the WIKI/PRICES dataset in Quandl. In the following code, add your own api key and then run it in your R console. The code will create an R time series ...
Financial-Time-Series Transformer, Foundation Models for Financial Time Series Forecasting (FTSF). High-level overview Of pre-training an LLM and fine-tuning on a custom dataset (e.g. the Financial Aid dataset) for downstream tasks. Dataset Financial Aid by US States Financial aid distributed ...
The proposed visualization method reveals both local and global structures of the input time-series dataset. Performance of this visualization algorithm is first demonstrated through numerical experiments with Dow Jones 30 stock returns and S&P 100 stock returns. The author compares FATE ...
and the stock price on the target day as the prediction label. Similarly, we adopt LLaMA-2 as our base model for training and build our supervised method. We also try to combine the unsup dataset to integrate both methods
上证50和上证180分别代表前50和180的公司,旨在反映上证市场的整体表现。SSE380代表380家emerging blue-chip companies,旨在反映中小公司的整体表现。 Results One-step prediction results over the SSE50, SSE180, and SSE380 dataset Five-step prediction results over the SSE50, SSE180, and SSE380 dataset END...
In this paper, we design and apply the Long Short-Term Memory (LSTM) neural network approach to predict several financial classes’ time series under COVID-19 pandemic crisis period. We use the S&P GSCI commodity indices and their sub-indices and con
FNSPID: A Comprehensive Financial News Dataset in Time Series - Zdong104/FNSPID_Financial_News_Dataset
In this article we are going to restrict the factors to time lags of the current percentage returns. This is not because they are the best predictors, rather it is because it is straightforward to demonstrate the process of forecasting on an easily obtained dataset. Forecasting factor choice is...
The paper presents a low complexity recurrent Functional Link Artificial Neural Network for predicting the financial time series data like the stock market indices over a time frame varying from 1 day ahead to 1 month ahead. Although different types of basis functions have been used for low comple...
HISTDATA - Dataset composed of all FX trading pairs / Crude Oil / Stock Indexes. Simple API to retrieve 1 Minute data (and tick data) Historical FX Prices (up to date). machine-learningdeep-learningtradingdatasetfxfinancial-datafinancial-markets ...