Summary information
Study title
Macro factor library data
Creator
X.L. WEI Dr. Wei (Hubei University)
Study number / PID
doi:10.17026/dans-xgt-zubz (DOI)
easy-dataset:246172 (DANS-KNAW)
Data access
Information not available
Series
Not available
Abstract
These four files are macro factor libraries for China Shanghai Composite Index, China Shenzhen Composite Index, Dow Jones Composite Index, S&P 500 Index, respectively. These four macro factor libraries are part of data used in the paper "Stock index trend prediction based on TabNet feature selection and Long Short-Term Memory".
Topics
Keywords
Methodology
Data collection period
Not availableCountry
Time dimension
Not availableAnalysis unit
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Not availableData collection mode
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Publisher
DANS Data Station Social Sciences and Humanities
Publication year
2022
Terms of data access
Not availableRelated publications
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