Istanbul Stock Exchange Data Set

This data set was obtained from the UC Irvine Machine Learning Repository and contains the returns of the Istanbul Stock Exchange (ISE) with seven other international indices: S&P 500, DAX, FTSE, Nikkei, Bovespa, MSCI Europe, and MSCI Emerging Markets from June 5, 2009 to February 22, 2011.


This data set was obtained by downloading data_akbilgic.xlsx from

The table contains 536 rows and 10 columns.

The path to this data set is

Input Variables

There are 7 columns in the table that provide information about each stock market return index.

Column Name Description Type
sp S&P 500 Index (New York Stock Exchange) Numeric
dax Deutscher Aktien Index (Frankfurt Stock Exchange) Numeric
ftse FTSE 100 Index (London Stock Exchange) Numeric
nikkei Nikkei Index (Tokyo Stock Exchange) Numeric
bovespa Bovespa Index (Brasil Sao Paulo Stock Exchange) Numeric
eu MSCI Europe Index Numeric
em MSCI Emerging Markets Index Numeric
Note: The first column in the table is named date and corresponds to the date of the returns.

Output Variable

There is one column in the table that corresponds to our target value.

Column Name Description Type
ise2 ISE (Istanbul Stock Exchange)
Note: This column was named ise.2 in the original data set.
Note: The column ise2 is USD-based, whereas the column ise1 (which was named ise.1 in the original data set) is based on the Turkish lira.