Data · dataset · 2021
BovDB: A data set of stock quotes for Machine Learning on all companies from B3 between 1995 and 2020
Listed in BERD@NFDI Data Portal
Stock markets are responsible for the movement of huge amounts of financial resources around the world.
Description
This market generates a high volume of transaction data, which after being analyzed are very useful for many applications. In this paper we present BovDB, a data set that was built considering as source the Brazilian Stock Exchange (B3) with information related to the years between 1995 and 2020.
We have approached the events' impact on the stocks by applying a cumulative factor to correct prices. The results were compared with public data from InfoMoney and BR Investing, showing that our methods are valid and in accordance with the market standards. BovDB data set can be used as a benchmark for different applications and is publicly available for any researcher on GitHub.
Links
Where it is published
- BERD@NFDI Data Portal record berd-platform.de/records/qmy6k-x2r57 ↗
landing page · from berd platform de
- DOI doi.org/10.5753/dsw.2021.17411 ↗
DOI / persistent id · from berd platform de
Catalogue records · 1
- InvenioRDM API berd-platform.de/api/records/qmy6k-x2r57 ↗
metadata API · from berd platform de
Topics
- From keywords
- Economics & Finance
- Inferred from text
- Banking, finance and investment 70%
Provenance · 1 source records, 7 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| BERD@NFDI Data Portal | qmy6k-x2r57 | 9 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · berd platform de | connector:berd_platform_de@1.0.0 | |
| concepts[field].anzsrc:group:3502 | enrichment · berd platform de | taxonomy-embedding@1.0.0 | title+keywords+description (70%) |
| concepts[field].local:field:economics-finance | mapping · berd platform de | connector:berd_platform_de@1.0.0 | |
| description | source · berd platform de | connector:berd_platform_de@1.0.0 | /metadata/description |
| publication_date | source · berd platform de | connector:berd_platform_de@1.0.0 | |
| title | source · berd platform de | connector:berd_platform_de@1.0.0 | /metadata/title |
| updated_date | source · berd platform de | connector:berd_platform_de@1.0.0 |