Integrated Financial Dataset for Malayan Banking Berhad Stock Prediction

Title: Integrated Financial Dataset for Malayan Banking Berhad Stock PredictionThis dataset integrates financial and macroeconomic indicators to support research on stock price prediction and financial forecasting. It includes daily stock data for Malayan Banking Berhad (MBB) (1155.KL) sourced from Yahoo Finance, alongside macroeconomic indicators such as GDP (constant 2015 MYR), GDP growth (YoY %), inflation rate (%), and the Overnight Policy Rate (OPR). The data spans a 20-year period from July 1, 2004, to August 1, 2024, and has been standardized to a daily frequency.The dataset was meticulously preprocessed using Python, with missing values handled via forward or backward filling methods. Macroeconomic data was downloaded from the World Bank and BNM, while stock data was collected using the yfinance library. Data alignment ensures consistency across all variables, making the dataset suitable for time-series analysis and machine learning applications.This dataset is ideal for developing and evaluating deep learning models, such as LSTM and hybrid architectures, for financial forecasting. Researchers can leverage this resource to explore relationships between stock prices and macroeconomic indicators or to design innovative predictive models.The dataset is licensed under the Apache License 2.0 and includes clear documentation on data preprocessing and sources. Proper attribution to Yahoo Finance, World Bank, and BNM is required when using this dataset.Keywords: Stock Price Prediction, Financial Forecasting, Time-Series Analysis, Deep Learning, Macroeconomic Indicators, Malaysia