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.
Source
This data set was obtained by downloading data_akbilgic.xlsx from https://archive.ics.uci.edu/ml/datasets/ISTANBUL+STOCK+EXCHANGE.
The table contains 536 rows and 10 columns.
The path to this data set is pub.demo.mleg.uci.istanbul.
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. |
Numeric |
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.