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Part 1: Document Description
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Citation |
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Title: |
Cross sections of 8 to 9 mixed assets after hypothesis testing |
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Identification Number: |
doi:10.21979/N9/FR745X |
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Distributor: |
DR-NTU (Data) |
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Date of Distribution: |
2020-12-14 |
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Version: |
1 |
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Bibliographic Citation: |
Cheong, Siew Ann, 2020, "Cross sections of 8 to 9 mixed assets after hypothesis testing", https://doi.org/10.21979/N9/FR745X, DR-NTU (Data), V1 |
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Citation |
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Title: |
Cross sections of 8 to 9 mixed assets after hypothesis testing |
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Identification Number: |
doi:10.21979/N9/FR745X |
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Authoring Entity: |
Cheong, Siew Ann (Nanyang Technological University) |
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Software used in Production: |
Python |
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Distributor: |
DR-NTU (Data) |
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Access Authority: |
Cheong, Siew Ann |
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Depositor: |
Cheong, Siew Ann |
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Date of Deposit: |
2020-12-14 |
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Holdings Information: |
https://doi.org/10.21979/N9/FR745X |
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Study Scope |
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Keywords: |
Computer and Information Science, Computer and Information Science, dynamical motifs |
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Abstract: |
Set 1 = (A) gold, (B) silver, (C) palladium, (D) S\&P 500, (E) Hang Seng, (F) platinum, (G) Dow Jones, (H) Nikkei, and (I) NASDAQ, prices between Apr 2, 1990 and Jan 28, 2018. Set 2 = (A) 5-year US bond, (B) 10-year US bond, (C) 2-year US bond, (D) 6-month US bond, (E) wheat, (F) coffee, (G) corn, (H) soybean, and (I) sugar, prices between Mar 21, 1994 and Mar 18, 2007. Set 3 = (A) AUD-USD, (B) CAD-USD, (C) EUR-USD, (D) GBP-USD, (E) JPY-USD, (F) coal, (G) gasoline, (H) kerosene, prices between Mar 28, 1994 and Mar 4, 2018. |
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Kind of Data: |
Python npy files |
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Methodology and Processing |
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Sources Statement |
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Data Access |
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Other Study Description Materials |
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Label: |
storage_set_1.npy |
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Notes: |
application/octet-stream |
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Label: |
storage_set_2.npy |
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Notes: |
application/octet-stream |
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Label: |
storage_set_3.npy |
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Notes: |
application/octet-stream |