Data for: Application of asymmetric proximal support vector regression based on multitask learning in the stock market

These historical transaction data of China's stock market are downloaded from the Choice Financial Data Terminal of Eastmoney, and which constitute the following stock index datasets and securities stock datasets, where the web address is (http://choice.eastmoney.com/Product/download_center.html). The China’s stock index dataset respectively include 500 historical trading days of Shanghai Securities Composite Index (SSEC), Shenzhen Composite Index (SZSC), Growth Enterprise Composite Index (CHINEXTC), and SSE SME Composite Index (SZSME). The time period is from September 1, 2014 to September 18, 2016. The historical data of every trading day contain 17 indicators: previous closing index, highest index, lowest index, closing index, index changing margin, index changing ratio, trading volume, trading amount, trading turnover rate, index amplitude, total market amount, circulating market amount, price-to-earnings ratio (P/E), price-to-book ratio (P/B), price-cash flow ratio (PCF), price-to-sales ratio (PS) and opening index. The Securities stock price dataset respectively include 400 historical trading days of Northeast Securities (DBZQ), Haitong Securities (HTZQ), Guangfa Securities (GFZQ), and Soochow Securities (DWZQ). The time period is from November 1, 2017 to June 24, 2019. The historical data of every trading day contain 12 indicators: previous closing price, highest price, lowest price, closing price, price changing margin, price changing ratio, trading turnover rate, trading volume, trading amount, total market amount, circulating market amount, and opening price. The U.S. stock index dataset respectively include 252 historical trading days of the Dow Jones Industrial Average Index (DJIA), Nasdaq Composite Index (IXIC) and S&P 500 Index (SPX). The time period is from January 2, 2020 to December 29, 2020. The historical data of every trading day contain 8 indicators: previous closing index, highest index, lowest index, closing index, index changing margin, index changing ratio, index amplitude, and opening index.本数据集收录中国股票市场历史交易数据，数据来源于东方财富Choice金融终端（Choice Financial Data Terminal），涵盖股票指数数据集与证券个股数据集两类，数据获取网址为http://choice.eastmoney.com/Product/download_center.html。其中中国股票指数数据集包含上证综合指数（Shanghai Securities Composite Index, SSEC）、深证综合指数（Shenzhen Composite Index, SZSC）、创业板综合指数（Growth Enterprise Composite Index, CHINEXTC）以及上证中小企业板综合指数（SSE SME Composite Index, SZSME）各500个交易日的历史数据，时间跨度为2014年9月1日至2016年9月18日。每个交易日的历史数据包含17项指标：前日收盘点数、最高点数、最低点数、收盘点数、指数变动额、指数变动率、成交量、成交额、换手率、指数振幅、总市值、流通市值、市盈率（Price-to-Earnings Ratio, P/E）、市净率（Price-to-Book Ratio, P/B）、市现率（Price-Cash Flow Ratio, PCF）、市销率（Price-to-Sales Ratio, PS）以及开盘点数。证券个股价格数据集包含东北证券（Northeast Securities, DBZQ）、海通证券（Haitong Securities, HTZQ）、广发证券（Guangfa Securities, GFZQ）以及东吴证券（Soochow Securities, DWZQ）各400个交易日的历史数据，时间跨度为2017年11月1日至2019年6月24日。每个交易日的历史数据包含12项指标：前日收盘价、最高价、最低价、收盘价、价格变动额、价格变动率、换手率、成交量、成交额、总市值、流通市值以及开盘价。美国股票指数数据集包含道琼斯工业平均指数（Dow Jones Industrial Average Index, DJIA）、纳斯达克综合指数（Nasdaq Composite Index, IXIC）以及标普500指数（S&P 500 Index, SPX）各252个交易日的历史数据，时间跨度为2020年1月2日至2020年12月29日。每个交易日的历史数据包含8项指标：前日收盘点数、最高点数、最低点数、收盘点数、指数变动额、指数变动率、指数振幅以及开盘点数。