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Aggregated FIN10K Dataset

<p>These seven .csv files contain the logarithms of the stock return volatitilies, as well as the MDA sections of the FIN10K dataset used to replicate the experiment done in <a href="http://doi.org/10.1016/j.ejor.2016.06.069">Tsai and Wang (2017</a>), but for FETILDA. They are directly used by the Python scripts for training, validation, and testing. Among them, train-results.csv is used for training and testing, and the rest of the six .csv files are used for testing for the years 2001-2006, respectively.</p>

ShareScore

32/100

Overall dataset sharing score

Score breakdown

These five areas show where the dataset supports — or may limit — practical reuse.

Stewardship
8
Harmonization
4
Access
16
Reuse readiness
0
Engagement
4

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