遇见数据集

IST02-IST03 JSE-Eskom Infrastructure-Coupled Financial Network Dataset

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Zenodo2026-05-25 更新2026-05-26 收录
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Hypergraph edge-weight time series linking 87 JSE-listed securities to 34 Eskom transmission grid nodes (January 2015 to December 2025, T=2870 trading days, 340 hyperedges). Supports IST-02 CASCADEnt/VORTEX and IST-03 PHYSAN research series by Prof. N.D. Moroke, North-West University, South Africa. This dataset supports the paper "Infrastructure-Induced Geometric Compression in an Emerging Financial Market" (Moroke, 2026, Emerging Markets Review, under review). Contents:- eskom_stages_2015_2026.csv: Daily peak load-shedding stage (integer 0–6) for South Africa, 1 January 2015 to 30 April 2026. Sources: Eskom published schedules, CSIR energy reports, EskomSePush archive.- eskom_stages_trading_days.csv: Business-day version of the above, forward-filled for weekends and public holidays.- jse_panel.csv: Daily adjusted closing prices for 15 JSE Top40 securities, January 2015 to April 2026 (Yahoo Finance).- shredi_combined.csv: Final merged analysis dataset — 7 asset return series plus Eskom stage and regime classification, N=2,838 trading days.- shredi_7asset_pipeline.py: Complete reproducible Python pipeline producing all results in the paper.- shredi_all_results.json: All numerical results from pipeline.- build_eskom_zenodo.py: Script to rebuild the Eskom stage series from documented public record. This dataset also supports the paper: Moroke, N.D. (2026). TENSORnet: A Physics-Informed Entropy Protocol for Infrastructure-Induced Metabolic Arrest Detection in Cross-Asset Financial Networks. Computation (MDPI), under review. The TENSORnet paper uses the JSE panel data (jse_panel.csv), Eskom load-shedding stages (eskom_stages_trading_days.csv), and the hypergraph edge-weight time series to construct the Topological Entropy Network Stress Operator and validate metabolic arrest detection across 87 JSE securities coupled to 34 Eskom transmission nodes over T=2,870 trading days (January 2015 – December 2025).

本数据集为超图(Hypergraph)边权重时间序列,关联了87支约翰内斯堡证券交易所(JSE)上市证券与34个南非电力公司(Eskom)输电电网节点,时间范围为2015年1月至2025年12月,共包含2870个交易日与340个超边。该数据集由南非西北大学N.D. Moroke教授主导的IST-02 CASCADEnt/VORTEX及IST-03 PHYSAN研究项目提供支持。 本数据集可支撑论文"Infrastructure-Induced Geometric Compression in an Emerging Financial Market"(Moroke, 2026,《新兴市场评论》(Emerging Markets Review),待刊)。 数据集内容如下: - eskom_stages_2015_2026.csv:南非2015年1月1日至2026年4月30日每日峰值限电等级(整数取值0至6),数据来源:Eskom公开调度表、南非科学与工业研究理事会(CSIR)能源报告、EskomSePush档案库。 - eskom_stages_trading_days.csv:上述数据集的交易日适配版本,针对周末与公共假期采用向前填充法补全缺失数据。 - jse_panel.csv:2015年1月至2026年4月期间,15支JSE Top40成分股的每日经调整收盘价,数据来源:雅虎财经(Yahoo Finance)。 - shredi_combined.csv:最终合并分析数据集,包含7项资产收益率序列、Eskom限电等级及状态分类标签,共覆盖2838个交易日。 - shredi_7asset_pipeline.py:可完整复现论文中所有结果的可复现Python代码流程。 - shredi_all_results.json:代码流程生成的全部数值型结果。 - build_eskom_zenodo.py:基于公开可查的原始记录重建Eskom限电等级序列的脚本。 本数据集同时支撑以下论文: Moroke, N.D. (2026). "TENSORnet: A Physics-Informed Entropy Protocol for Infrastructure-Induced Metabolic Arrest Detection in Cross-Asset Financial Networks",《计算》(Computation,MDPI出版社),待刊。 上述TENSORnet相关论文使用JSE面板数据(jse_panel.csv)、Eskom限电等级数据(eskom_stages_trading_days.csv)以及超图边权重时间序列,构建拓扑熵网络压力算子,并针对2015年1月至2025年12月期间、共2870个交易日内,与34个Eskom输电节点关联的87支JSE上市证券,验证代谢停滞检测效果。

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创建时间:
2026-05-25
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