This repository hosts a comprehensive dataset used in the paper titled "ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock Movement and Volatility Prediction."
The dataset provides sentiment scores for 41 blue-chip stocks from 01/06/2020 to 31/05/2023. This dataset is composed of three primary components:
- Macro: Acquired from FRED (Federal Reserve Economic Data) and Google Trends.
- Price: Data obtained from Yahoo Finance.
- Sentiment: Data sourced from Twitter.