Macro factor library data

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".

Identifier
DOI https://doi.org/10.17026/dans-xgt-zubz
PID https://nbn-resolving.org/urn:nbn:nl:ui:13-yk-3esd
Metadata Access https://easy.dans.knaw.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=oai:easy.dans.knaw.nl:easy-dataset:246172
Provenance
Creator Wei, X.L. WEI Dr.
Publisher Data Archiving and Networked Services (DANS)
Contributor Wei, X.L. WEI Dr.; Lecturer X.L. Wei Dr. Wei (Hubei University)
Publication Year 2022
Rights info:eu-repo/semantics/openAccess; License: http://dans.knaw.nl/en/about/organisation-and-policy/legal-information/DANSLicence.pdf; http://dans.knaw.nl/en/about/organisation-and-policy/legal-information/DANSLicence.pdf
OpenAccess true
Representation
Language English
Resource Type Dataset
Format .csv
Discipline Economics; Social and Behavioural Sciences
Spatial Coverage China