Zhenye-Na/DA-RNN

This dataset is a subset of the full NASDAQ 100 stock dataset used in [1]. It includes 105 days' stock data starting from July 26, 2016 to December 22, 2016. Each day contains 390 data points except for 210 data points on November 25 and 180 data points on Decmber 22. Some of the corporations under NASDAQ 100 are not included in this dataset because they have too much missing data. There are in total 81 major coporations in this dataset and we interpolate the missing data with linear interpolation.