Macro factor library data

DOI

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
Metadata Access https://ssh.datastations.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=doi:10.17026/DANS-XGT-ZUBZ
Provenance
Creator X.L. WEI Dr. Wei
Publisher DANS Data Station Social Sciences and Humanities
Contributor X.W. Wei
Publication Year 2022
Rights DANS Licence; info:eu-repo/semantics/openAccess; https://doi.org/10.17026/fp39-0x58
OpenAccess true
Contact X.W. Wei
Representation
Resource Type Dataset
Format text/tab-separated-values; application/zip; text/csv
Size 520233; 567972; 525031; 15273; 553664
Version 2.0
Discipline Business and Management; Economics; Social and Behavioural Sciences