Data · dataset · 2025
Forecasting of Indian Stock Market Indices
Listed in Teesside University Research Data Repository
Description
Dataset Description The dataset consists of historical market data from the National Stock Exchange (NSE) of India, specifically focusing on three key indices: NIFTY 50 NIFTY MIDCAP BANK NIFTY This dataset is designed for financial forecasting and analysis tasks, particularly for predicting the closing price (Close_(t)) of an index based on various technical indicators and historical features. Structure of the Dataset Number of Columns: 20 Rows: Varies based on the time frame of the data collected for each index.
Column Descriptions Date: The trading date (format: YYYY-MM-DD). High_(t-1): The highest price of the previous trading day. Low_(t-1): The lowest price of the previous trading day.
Read the rest (6 more)
Close_(t-1): The closing price of the previous trading day. Open_(t-1): The opening price of the previous trading day. Volume_(t-1): The trading volume on the previous day.
SMA_6: 6-day Simple Moving Average of the closing price. EMA_26: 26-day Exponential Moving Average. EMA_12: 12-day Exponential Moving Average.
MACD: Moving Average Convergence Divergence (EMA_12 - EMA_26). MACD_Signal: 9-day EMA of the MACD, used as a signal line. RSI_6: 6-day Relative Strength Index, indicating momentum.
RSV_9: Raw Stochastic Value over a 9-day period. PSY_13: Psychological Line indicator over 13 days. K_9: Stochastic %K value for a 9-day window.
D_3: Stochastic %D value (3-day moving average of %K). OBV: On-Balance Volume, a cumulative volume-based indicator. SAR: Parabolic Stop and Reverse indicator.
CMF: Chaikin Money Flow, a volume-weighted average of accumulation and distribution over a certain period. Close_(t) (Target Variable): The actual closing price of the current day, which the model aims to predict.
Links
Where it is published
- DOI doi.org/10.17632/swrw7d78ss.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Earth & Environmental Science · Economics & Finance · Engineering · Humanities · Life Sciences · Social Science
- Inferred from text
- Banking, finance and investment 69%
Provenance · 1 source records, 12 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/swrw7d78ss.1 | 10 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].anzsrc:group:3502 | enrichment · researchdata tees ac uk | taxonomy-embedding@1.0.0 | title+keywords+description (69%) |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:engineering | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:humanities | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:social-science | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |