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Original Data-Factor Augmentation with DM

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DataCite Commons2025-04-10 更新2025-04-16 收录
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https://data.mendeley.com/datasets/f35w75cjwn/1
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资源简介:
Here is the original data of article "Diffusion Model based Factor Augmentation in Portfolio Management". The technological factor is calculated from price-relative data using python module "pandas_ta", including MACD, RSI and WR. The zip "factor+price+macro" is the original data after filter processing which is downloaded from "Open Source Asset Pricing'' , "https://www.alphavantage.co/" and Yahoo! Finance. They each own the copyright of the corresponding dataset. The zip "total_data" is total data including technological, financial and macro factor data that could be read in python through "pandas"
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Mendeley Data
创建时间:
2025-04-10
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