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Finance Modeling/ForecastingDatasets
(1) Exchangge Rates
The data comprises
of the US dollar exchange rate against Euros, Great Britain Pound (GBP) and
Japanese Yen (JPY). We used the daily data from 1 January 2000 to 31 October
2002 as training data set, and the data from 1 November 2002 to 31 December
2002 as evaluation test set or out-of-sample datasets (partial data sets
excluding holidays), which are used to evaluate the good or bad performance
of the predictions, based on evaluation measurements.
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(2) Nasdaq-100 index
Nasdaq-100 index value from 11
January 1995 to 11 January 2002.
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(3) NIFTY index
NIFTY index from 01
January 1998 to 03 December 2001. DownLoad
(3) DELL
The daily stock price of Dell
Inc., training data is form February 10, 2003 to September 10, 2004 and test
data is from September 13, 2004 to January 21, 2005.
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(4) IBM
The daily stock price of
International Business Machines Corporation (IBM), training data is from
February 10, 2003 to September 10, 2004 and the test data is from September
13, 2004 to January 21, 2005. DownLoad
(5) Apple
The daily stock price of Apple
Computer Inc., training data is form February 10, 2003 to September
10, 2004 and the test data is from September 13, 2004 to January 21, 2005.
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Microarray Datasets
(1) Colon dataset
The samples from colon dataset
were taken from colon adencarcinoma specimens snap-frozen in liquid nitrogen
within 20 minutes of removal from patients. The microarray dataset consists
of 22 normal and 40 tumor tissue samples. In this dataset, each sample
contains 2,000 genes. DownLoad
(2) Leukemia Cancer
The leukemia dataset
was taken from a collection of leukemia patient samples reported by Golub.
This dataset often serves as benchmark for microarray analysis methods. It
contains measurements corresponding to acute lymphoblast leukemia (ALL) and
acute myeloid leukemia (AML) samples from bone marrow and peripheral blood.
The dataset consisted of 72 samples: 25 samples of AML, and 47 samples of
ALL. Each sample is measured over 7,129 genes.
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(3) Lung Cancer
Lung Cancer Classification between malignant
pleural mesothe-lioma (MPM) and adenocarcinoma (ADCA) of the lung. There are
181 tissue samples (31 MPM and 150 ADCA). The training set contains 32 of
them, 16 MPM and 16 ADCA. The rest 149 samples are used for testing. Each
sample is described by 12533 genes.
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(4)Ovarian dataset
The goal of this experiment is
to identify proteomic patterns in serum that distinguish ovarian cancer from
non-cancer. This study is significant to women who have a high risk of
ovarian cancer due to family or personal history of cancer. The proteomic
spectra were generated by mass spectroscopy and the data set provided here
includes 91 controls (Normal) and 162 ovarian cancers. The raw spectral data
of each sample contains the relative amplitude of the intensity at each
molecular mass/charge (M/Z) identity. There are total 15154 M/Z identities.
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