11 to 20 of 88 Results
Jun 1, 2021
Cheong, Siew Ann, 2021, "Hidden-State Modelling of a Cross-section of Geoelectric Time Series Data Can Provide Reliable Intermediate-term Probabilistic Earthquake Forecasting in Taiwan", https://doi.org/10.21979/N9/JSUTCD, DR-NTU (Data), V1
(C, V, S, K) index time series data generated using 0.5-Hz GEMS time series data from Taiwan. In this data set, C is a modified autocorrelation function, V is the variance, S the skewness, and K the kurtosis of the GEMS geo-electric field time series. |
Feb 21, 2021
Cheong, Siew Ann, 2021, "Using Topological Data Analysis (TDA) and Persistent Homology to Analyse the Stock Markets in Singapore and Taiwan", https://doi.org/10.21979/N9/8XMZGF, DR-NTU (Data), V1
Data sets and Python scripts for paper published by T.-W. Yen and S. A. Cheong in Frontiers in Physics for a special issue "From Physics to Econophysics back to Physics: Methods and Insights". |
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
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
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)... |
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
Cheong, Siew Ann, 2020, "Second cross section of 10 DJI component stocks: intermediate files for hypothesis testing", https://doi.org/10.21979/N9/FDIDAM, DR-NTU (Data), V1
Python npy files |
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
Cheong, Siew Ann, 2020, "Cross section of 5 DJI component stocks", https://doi.org/10.21979/N9/KGGAMP, DR-NTU (Data), V1
['A', 'B', 'C', 'D', 'E', 'STC', 'STC5', 'TC5', 'fTC5', 'fTC5null', 'lmax', 'lmin', 'nSTCempty', 'setTC5', 'sigseqp001', 'sigseqp005', 'sigseqp005n5'] |
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
Cheong, Siew Ann, 2020, "First cross section of 10 DJI component stocks: Intermediate data files for hypothesis testing", https://doi.org/10.21979/N9/JCIKFR, DR-NTU (Data), V1
To be used for Python script for hypothesis testing. |
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
Cheong, Siew Ann, 2020, "First cross section of 10 DJI component stocks", https://doi.org/10.21979/N9/GHMOKN, DR-NTU (Data), V1
X1 = GE, X2 = CSCO, X3 = HD, X4 = JPM, X5 = MMM, X6 = MRK, X7 = UTX, X8 = BA, X9 = VZ, X10 = XOM |
Dec 14, 2020
Intermediate Python NumPy npy files for manuscript submitted to Frontiers in Applied Mathematics and Statistics. |
Oct 1, 2020
Cheong, Siew Ann; Liu, Wenyuan; Yen, Tsung-Wen Peter, 2020, "COVID-19 Statistics in China", https://doi.org/10.21979/N9/A2XWCW, DR-NTU (Data), V1, UNF:6:Q5f5mkGTX4bTDGqjjghVDA== [fileUNF]
A data set on COVID-19 pandemic in China, which covers daily statistics of confirmed cases (new and cumulative), recoveries (new and cumulative) and deaths (new and cumulative) at city/county level. All data are extracted from Chinese government reports. |
Jul 21, 2020 - Reuters News Corpus
Cheong, Siew Ann, 2020, "Zip's Law Null Model Samples for Reuters News Corpus", https://doi.org/10.21979/N9/EC76OJ, DR-NTU (Data), V1
npy files containing Zipf's Law null model samples for Reuters news corpus. |
