Built-in datasets

VBLab provides provide a few built-in datasets (already-cleaned, in *.mat format) that can be used for debugging a model or creating simple code examples.

List of datasets

1. Abalon data
2. DirectMarketing data
3. GermanCredit data
4. LabourForce data
5. RealizedLibrary

Abalon data

Information

Predicting the age of abalone from physical measurements. The age of abalone is determined by cutting the shell through the cone, staining it, and counting the number of rings through a microscope – a boring and time-consuming task. Other measurements, which are easier to obtain, are used to predict the age. Further information, such as weather patterns and location (hence food availability) may be required to solve the problem.

The dataset has $4177$ rows and $9$ columns. The last column is used as the dependent variable.

For more information or to download the dataset, please visit the dataset website.

Attribute Information

Given is the attribute name, attribute type, the measurement unit and a brief description.

Citation

Dua, D. and Graff, C. (2019). UCI Machine Learning Repository [http://archive.ics.uci.edu/ml]. Irvine, CA: University of California, School of Information and Computer Science.

Or bibtex entry :

@misc{Dua:2019 ,
author = "Dua, Dheeru and Graff, Casey",
year = "2017",
title = "{UCI} Machine Learning Repository",
url = "http://archive.ics.uci.edu/ml",
institution = "University of California, Irvine, School of Information and Computer Sciences" }

DirectMarketing data

Information

The data set includes data from a direct marketer who sells his products only via direct mail. He sends catalogs with product characteristics to customers who then order directly from the catalogs. The marketer has developed customer records to learn what makes some customers spend more than others.

The objective is to explain AmountSpent in terms of the provided customer characteristics. The dataset has $1000$ rows and $10$ columns. The last column is used as the dependent variable.

For more information or to download the dataset, please visit the dataset on Kaggle website.

Attribute Information

Given is the attribute name, attribute type, values and a brief description.

GermanCredit data

Information

This dataset classifies people described by a set of attributes as good or bad credit risks.

The dataset has $1000$ rows and $21$ column. The last column is used as the dependent variable.

For more information or to download the dataset, please visit the dataset website.

Attribute Information

Given is the attribute name, attribute type, values and a brief description.

Citation

Grömping, U. (2019). South German Credit Data: Correcting a Widely Used Data Set. Report 4/2019, Reports in Mathematics, Physics and Chemistry, Department II, Beuth University of Applied Sciences Berlin.

Or bibtex entry :

@Techreport{Grömping:2019,
title = {South German Credit Data: Correcting a Widely Used Data Set.},
author = {Grömping, U.},
year = {2019},
institution = {"Department II, Beuth University of Applied Sciences Berlin.}}

LabourForce data

Information

The Labour Force Participation dataset contains information indicating whether or not the participants (women) are currently in the labour force.

The dataset has $753$ rows and $7$ column. The last column is used as the dependent variable.

Attribute Information

Given is the attribute name, attribute type, and a brief description.

Citation

Mroz, T. (1987) “The sensitivity of an empirical model of married women’s hours of work to economic and statistical assumptions”, Econometrica, 55, 765-799.

Or bibtex entry :

@article{Thomas:1987,
 author = {Thomas A. Mroz},
 journal = {Econometrica},
 number = {4},
 pages = {765--799},
 publisher = {[Wiley, Econometric Society]},
 title = {The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions},
 volume = {55},
 year = {1987}
}

RealizedLibrary

Information

The Oxford-Man Institute’s “realised library” contains daily non-parametric measures of how volatility financial assets or indexes were in the past.

For more information or to download the dataset, please visit the dataset website.

Available Assets and realized measures of volatility

List of available assets:

List ealized measures of daily volatility that can be used to access the predictive performance of volatility models.

Citation

Researchers may use this library freely without restrictions so long as they quote in any work which uses it:

Heber, Gerd, Asger Lunde, Neil Shephard and Kevin Sheppard (2009) “Oxford-Man Institute’s realized library”, Oxford-Man Institute, University of Oxford

Or bibtex entry :

@misc{Heber:2009,
author = "Heber, Gerd, Asger Lunde, Neil Shephard and Kevin Sheppard",
year = "2009",
title = "Oxford-Man Institute’s realized library",
url = "https://realized.oxford-man.ox.ac.uk/",
institution = "Oxford-Man Institute, University of Oxford" }