Datasets:
You need to agree to share your contact information to access this dataset
This repository is publicly accessible, but you have to accept the conditions to access its files and content.
To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe.
Log in or Sign Up to review the conditions and access this dataset content.
Dataset Information
Monthly bankruptcy probability estimates for US-listed equities. Scores are sourced from SOV.AI's ensemble models and refreshed each month.
Instruments Included
- 4,700+ US Stocks
Dataset Columns
symbol: Stock ticker symbol for each company.datetime: Month-end date of the bankruptcy prediction snapshot (YYYY-MM-DD).probability_light: Bankruptcy probability predicted by the LightGBM model.probability_convolution: Bankruptcy probability predicted by the convolutional model.probability_rocket: Bankruptcy probability predicted by the ROCKET time-series model.probability_encoder: Bankruptcy probability predicted by the encoder-only transformer model.probability_fundamental: Bankruptcy probability predicted by the fundamentals-driven model.probability: Ensemble bankruptcy probability averaged across contributing models.sans_market: Market-neutral bankruptcy probability adjustment supplied by SOV.AI.volatility: Monthly equity volatility metric produced by SOV.AI.multiplier: Scaling coefficient associated with the probability ensemble.version: Upstream SOV.AI model bundle version number.
Data Splits
The data is provided as a single train split.
Dataset Maintenance
The dataset is updated monthly by Papers With Backtest.
- Downloads last month
- 110