# Final project - Fundamentals of ML (Fall 2021) — Data

来源：https://www.kaggle.com/competitions/2021mlfinal/data

采集时间：2026-10-19T07:43:00Z

# Dataset

## Train/Valid/Test data: 2012-01-01 ~ 2014-12-31 (3 years) / 2015-01-01 ~ 2015-12-31 (1 year) / 2016-01-01 ~ 2016-12-31 (1 year) for 141 stocks with market index, respectively.

*   Input: 11 numeric features of 60 previous days for each stocks, the index 0 is for the market index. (shape of x_t: [142 (1 + 141), 60, 11], Reference: Enhancing Stock Movement Prediction with Adversarial Training (Feng et al., IJCAI-19))

*   Target: Closing price ratio over the previous day for a given date of each stocks (shape: [141])