遇见数据集

AAPL Minimal Ω Dataset — Structural Concentration in High-Ω States

收藏
Zenodo2026-05-08 更新2026-05-26 收录
官方服务:

资源简介:

This dataset provides a minimal executable implementation of the Ω framework using AAPL daily market data. Core definition: Ω = I × G where: - I = rolling standard deviation of returns - G = absolute return The objective is to evaluate whether collapse-like events statistically concentrate in predefined high-Ω states under fixed ex-ante definitions. This is a structural concentration test, not a predictive model. Result summary: P(collapse | high Ω) = 0.80 P(collapse) = 0.052 Ratio ≈ 15.4× Files included: - minimal_results.csv - schema.json - README.md - LICENSE - aapl_omega_minimal_notebook.ipynb The notebook reproduces the complete pipeline: - data download - Ω computation - collapse definition - high-Ω extraction - concentration evaluation Output variables: - datetime - omega - collapse - high_omega Machine-readable structure and fixed definitions are intentionally prioritized for reproducibility and AI-assisted indexing. Canonical overview: https://zenodo.org/records/18296691

提供机构:
Zenodo
创建时间:
2026-05-08
二维码
社区交流群
二维码
科研交流群
商业服务