Data · dataset · 2025
Original Data-Factor Augmentation with DM
Listed in Teesside University Research Data Repository
Description
Here is the original data of article "Diffusion Model based Factor Augmentation in Portfolio Management". The technological factor is calculated from price-relative data using python module "pandas_ta", including MACD, RSI and WR. The zip "factor+price+macro" is the original data after filter processing which is downloaded from "Open Source Asset Pricing'' , "alphavantage.co/" and Yahoo!
Finance. They each own the copyright of the corresponding dataset. The zip "total_data" is total data including technological, financial and macro factor data that could be read in python through "pandas"
Links
Where it is published
- DOI doi.org/10.17632/f35w75cjwn.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 · Engineering · Humanities · Life Sciences · Social Science
Provenance · 1 source records, 10 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/f35w75cjwn.1 | 12 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].local:field:earth-environmental | 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 |