Train SizeTest SizeLength Number of ClassesType
965 96560 2FINANCIAL
Donated By: Vlad Pazenuks, Tony Bagnall
Description: The problem here is to predict whether a share price will show an exceptional rise after quarterly announcement of the Earning Per Share based on the price movement of that share price on the proceeding 60 days? The data was formatted by Vlad Pazenuks as part of his third year project. Daily price data on NASDAQ 100 companies was extracted from a Kaggle data set. Reporting dates of these companies were obtained from NASDAQ.com. Each data is the percentage change of the close price from the day before. Each case is a series of 60 day data. The target class is is defined as 0 = price did not increase after company report release by more than 5 percent 1 = price increased after company report release by more than 5 percent There are 1931 cases, 1326 class 0 and 605 class 1.
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