Replication data for: study of economic variables for stock market trend prediction via machine learning

File SourceCodes.zip: contains all the Python source codes used in the study, structured into the following subfolders: CodigosExperimentoFeatures: scripts and notebooks implementing the main experiments using different combinations of input features (price only, macro, micro, and combined). ExperimentoKfold: same experiments as above, but with K-Fold cross-validation to assess the generalization capacity of the models.

ExperimentosPadrao: baseline models trained only with previous stock prices, used as a reference point for performance comparisons. CodigosTrade: scripts used to simulate the investment strategy based on the model forecasts and to calculate portfolio performance. Resultados: output files generated by the code, including result tables, CSVs, and graphical analyses.

This organization ensures full transparency and reproducibility of all the steps of the research, from data preparation to each strategy evaluation.