Forecasting of Indian Stock Market Indices

Dataset Description
The dataset consists of historical market data from the National Stock Exchange (NSE) of India, specifically focusing on three key indices:

NIFTY 50

NIFTY MIDCAP

BANK NIFTY

This dataset is designed for financial forecasting and analysis tasks, particularly for predicting the closing price (Close_(t)) of an index based on various technical indicators and historical features.

Structure of the Dataset
Number of Columns: 20

Rows: Varies based on the time frame of the data collected for each index.

Column Descriptions
Date: The trading date (format: YYYY-MM-DD).

High_(t-1): The highest price of the previous trading day.

Low_(t-1): The lowest price of the previous trading day.

Close_(t-1): The closing price of the previous trading day.

Open_(t-1): The opening price of the previous trading day.

Volume_(t-1): The trading volume on the previous day.

SMA_6: 6-day Simple Moving Average of the closing price.

EMA_26: 26-day Exponential Moving Average.

EMA_12: 12-day Exponential Moving Average.

MACD: Moving Average Convergence Divergence (EMA_12 - EMA_26).

MACD_Signal: 9-day EMA of the MACD, used as a signal line.

RSI_6: 6-day Relative Strength Index, indicating momentum.

RSV_9: Raw Stochastic Value over a 9-day period.

PSY_13: Psychological Line indicator over 13 days.

K_9: Stochastic %K value for a 9-day window.

D_3: Stochastic %D value (3-day moving average of %K).

OBV: On-Balance Volume, a cumulative volume-based indicator.

SAR: Parabolic Stop and Reverse indicator.

CMF: Chaikin Money Flow, a volume-weighted average of accumulation and distribution over a certain period.

Close_(t) (Target Variable): The actual closing price of the current day, which the model aims to predict.