December 13

Research dataset release for stock index prediction paper

This dataset is the news used for predicting Chinese Stock Index from 1 Jan 2015 to 14 Feb 2017. The dataset is used in paper:

Chen, Weiling, Chai Kiat Yeo, Chiew Tong Lau, and Bu Sung Lee. “Leveraging social media news to predict stock index movement using RNN-Boost.” submitted to Data & Knowledge Engineering.

training.csv includes all the news we have collected from the official accounts of Sina Weibo for prediction of CSI. mid indicates the unique id of the Weibo and uid indicates the user id of the author. It is very easy to get the full content of the Weibo using the api provided by Sina:

Download Dataset Here

December 6

I am going for an internship at Toshiba Japan

I will go to Kawasaki for my intenship from Jan 9 to Feb 9, 2018 at Toshiba. I will work at Microelectronics Center and the topic of the internship is AI and deep learning framework, big data analyzing system, and IoT sensing system.

I will update the post after I arrive. Hope we can meet somewhere in Japan 🙂