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README.md
data_akbilgic.xlsx

Data Science Dojo
Copyright (c) 2016 - 2019


Level: Intermediate
Recommended Use: Regression/Classification Models
Domain: Business/Finance

Istanbul Stock Exchange Data Set

Relate returns of Istanbul Stock Exchange with other international indices


This intermediate level data set has 536 rows and 9 columns. The data sets includes returns of Istanbul Stock Exchange with seven other international index; SP, DAX, FTSE, NIKKEI, BOVESPA, MSCE_EU, MSCI_EM from Jun 5, 2009 to Feb 22, 2011 and is organized with regard to working days in Istanbul Stock Exchange. It can be used to find a predictive relationship between the Istanbul Stock Exchange National 100 Index (ISE100) and seven other international stock market indices.

This data set is recommended for learning and practicing your skills in exploratory data analysis, data visualization, regression and classification modelling techniques. Feel free to explore the data set with multiple supervised and unsupervised learning techniques. The Following data dictionary gives more details on this data set:


Data Dictionary

Column Position Atrribute Name Definition Data Type Example % Null Ratios
1 Date Date Quantitative 13-Jan-09, 23-Jan-09, 30-Jan-09 0
2 ISE Stock Exchange Returns Quantitative 0.025426, -0.022692, 0.046831 0
3 ISE.1 Istanbul Stock Exchange - National 100 Index Quantitative 0.031813, -0.044349, 0.061708 0
4 SP Standard & Poor's 500 Return Index Quantitative 0.007787, -0.054262, 0.005538 0
5 DAX Stock Market Return Index of Germany Quantitative 0.008455, -0.01155, 0.034787 0
6 FTSE Stock Market Return Index Of UK Quantitative 0.012866, -0.009351, 0.037891 0
7 NIKKEI Stock Market Return Index Of Japan Quantitative 0.004162, 0.003239, -0.008182 0
8 BOVESPA Stock Market Return Index Of Brazil Quantitative 0.01892, -0.013151, 0.009838 0
9 EU MSCI European Index Quantitative 0.011341, -0.012045, 0.0328 0
10 EM MSCI Emerging Markets Index Quantitative 0.008773, -0.004029, 0.01032 0

Acknowledgement

This data set has been sourced from the Machine Learning Repository of University of California, Irvine Istanbul Stock Exchange Data Set (UC Irvine). The UCI page mentions the following paper as the original source of the data set:

Akbilgic, O., Bozdogan, H., Balaban, M.E., (2013) A novel Hybrid RBF Neural Networks model as a forecaster, Statistics and Computing. DOI 10.1007/s11222-013-9375-7