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Données ouvertes

Bibliothèque

Jeux de données ouverts, entièrement documentés — interrogeables ici, et lisibles par n’importe quel LLM.

Les titres et les descriptions proviennent des sources de données, en anglais.

123 jeux de données

momentum
  • AI Research-Velocity Signals (derived)

    AI research-velocity signals (R&D attention gauges)

    Monthly AI/ML research-velocity signals derived from the OpenAlex keyless API (2010 ->): monthly counts of works tagged 'Artificial intelligence' and 'Machine learning', plus AI's share of all indexed works, with 3-month changes, 30-month change volatility, 3-sigma anomaly flags vs a trailing-12-month baseline, naive-drift 1-month forecasts, year-over-year growth, research acceleration, field-share z-scores, and breakout flags. The tech/digital R&D-attention companion to the macro set. Raw data: OpenAlex (keyless API, CC0).

    • ai-research
    • machine-learning
    • research-velocity
    • openalex
    lignes
    600
    Qualité
    99
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Trending AI papers on arXiv (agent-curated)

    Trending AI papers (weekly)

    Weekly velocity ranking of trending AI papers announced on arXiv. Four category queries against the official keyless arXiv query API (cat:cs.AI, cs.CL, cs.CV, cs.LG; announced in the trailing 7 complete days; 3 s between requests per the API Terms of Use) are merged and deduplicated on the base arXiv id, keeping the earliest announcement and the union of categories. Each paper is scored for interest — breadth-weighted recency: n_categories * exp(-age_days / 4) — and ranked fastest first, with deterministic first-match-wins AI-subtopic tags (agents, reasoning, evals, llm, finetuning, rl, quantization, multimodal, vision, audio, nlp, robotics, ml-theory, data, education, other), extractive two-sentence summaries of the abstract (LaTeX stripped, never generated prose), lead author + unioned affiliations, and an is_update flag (version > 1). Columns: ISO week, fetch timestamp (day-granular, UTC midnight), base arXiv id, version, is_update, title, extractive summary, AI subtopic, comma-joined categories, category count, authors, lead author, author count, pipe-joined distinct affiliations, announcement timestamp, days since announced, interest score, velocity rank, canonical arXiv URL, arXiv comment. Primary key: (week, arxiv_id). Cadence: weekly; each snapshot is the full trailing-7-day announcement universe, ranked freshest-and-broadest first. Nullability: comment, lead_affiliation and affiliations may be empty when the author supplied none; velocity_rank and interest_score are never null. Caveats: subtopic tags are keyword rules, not a classifier; affiliations are author-supplied strings; the interest score is an attention proxy, not a quality measure. Only descriptive metadata is stored (no full text), under the arXiv API Terms of Use (CC0 1.0 for metadata), so commercial_use = yes. Sample use: order by velocity_rank for the week's highest-interest AI papers, or filter ai_subtopic = 'agents'.

    • machine-learning
    • ai-research
    • arxiv
    • technology
    lignes
    2 332
    Qualité
    100
    Mis à jour
    25 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Australia Macro Signals (derived)

    Australia macro signals (CPI, 10-year bond yield, RBA-band gauges)

    Monthly Australia macro signals from OECD Main Economic Indicators (via FRED): headline CPI (AUTCPIALLMINMEI, 1958 ->) and the 10-year Commonwealth Government bond yield (IRLTLT01AUM156N, 1989 ->), with 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, plus a high-inflation flag keyed to the top of the RBA's 2-3% target band, a 10-year-yield 5-year z-score and a yield-spike stress flag. The Australia lens on global macro — a commodity-linked, China-exposed advanced economy. Companion to japan-macro-signals (Asia-Pacific peer). All rows normalized to country_code AUS. Raw series: OECD Main Economic Indicators via FRED.

    • australia
    • cpi
    • inflation
    • rba
    lignes
    1 493
    Qualité
    92
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Licence incertaine
  • Credit-to-GDP Gap Signals (derived)

    Credit-to-GDP gap signals (BIS macroprudential credit cycle)

    Quarterly macroprudential signals derived from BIS credit-to-GDP gaps: the deviation of private-sector credit from its long-run trend for ~44 economies — the Basel III countercyclical-buffer guide — alongside the underlying credit-to-GDP ratio. Each series carries quarter-on-quarter and year-on-year changes, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-country volatility rank, plus Basel guide flags (gap > 2pp, gap > 10pp) and 10-year z-scores. Country codes are normalized to ISO alpha-3 so rows join cleanly with other country-keyed datasets. Raw series: Bank for International Settlements (WS_CREDIT_GAP).

    • credit
    • credit-cycle
    • macroprudential
    • financial-stability
    lignes
    17 000
    Qualité
    92
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit
  • Global Long-Run Inflation-Regime Signals (derived)

    Global long-run inflation-regime signals (BIS CPI, 63 economies, 1913-present)

    Long-run inflation signals derived from the BIS long-run consumer price index: year-on-year inflation, acceleration gauges, 3-month momentum, 30-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-country volatility ranks, high-inflation (>5%) and deflation flags, and 10-year inflation z-scores for 63 economies with history in many cases back to 1913. The monetizable inflation-regime signals layer on top of raw BIS consumer-price data. Raw series: BIS long-run consumer price index.

    • inflation
    • cpi
    • consumer-prices
    • disinflation
    lignes
    48 145
    Qualité
    96
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit
  • Global House-Price Signals (derived)

    Global house price signals (BIS real residential property prices)

    Quarterly housing-market signals derived from the BIS selected residential property price indices: real (inflation-deflated) house-price indices (2010 = 100) for ~60 economies and BIS aggregates, with year-on-year and quarter-on-quarter changes, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-country volatility rank, a 10-year overvaluation z-score (froth gauge) and drawdown-from-decade-peak (correction gauge). Country codes are normalized to ISO alpha-3 (BIS aggregates keep stable codes) so rows join cleanly with other country-keyed datasets. Raw series: Bank for International Settlements (WS_SPP).

    • housing
    • house-prices
    • real-estate
    • valuation
    lignes
    9 031
    Qualité
    95
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit
  • BIS REER Competitiveness Signals (derived)

    BIS REER competitiveness signals (currency misalignment gauges)

    Monthly currency-competitiveness signals from the BIS real broad effective exchange rate indices (1994-01 ->, keyless): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-economy ranks, a 10-year valuation z-score misalignment gauge with over/undervalued flags, 12-month real appreciation rates, and per-month REER-level ranks. All rows carry normalized ISO country codes so they join cleanly with other macro data. Raw data: Bank for International Settlements.

    • fx
    • reer
    • effective-exchange-rate
    • competitiveness
    lignes
    25 088
    Qualité
    96
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit
  • Canada Monetary Policy Signals (derived)

    Canada monetary policy signals (policy stance, curve slope, funding stress)

    Daily-to-monthly monetary-policy signals derived from Bank of Canada Valet data: 30-period annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, plus the real policy stance (target rate minus YoY CPI inflation), the CORRA-target funding-stress spread, the 10Y-2Y Canadian curve-slope spread and a policy-move streak tracker (consecutive hikes/cuts). Covers the BoC target for the overnight rate, the overnight rate, CORRA, 2Y/10Y benchmark bond yields and total/trim/median/common CPI inflation. All rows are normalized to country_code CAN so they join cleanly with Canadian macro data. Raw data: Bank of Canada (Valet API).

    • monetary-policy
    • bank-of-canada
    • policy-rate
    • corra
    lignes
    22 395
    Qualité
    99
    Mis à jour
    24 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • BoE UK Yield-Curve Signals (derived)

    BoE UK gilt yield-curve signals (nominal spot curve)

    Daily UK gilt yield-curve signals from the Bank of England GLC nominal spot curve (1979 -> latest): 0.5y/1y/2y/5y/10y/20y/30y spot rates with 1-day, 21-day and 252-day changes, 30-day annualized change volatility, 3-sigma anomaly flags, drift forecasts, 1-year level z-scores and curve-shape gauges: the 10y-2y, 5y-2y and 30y-10y spreads, a curve-inversion flag and 3-month steepening momentum. The full-curve lens on UK rates — the gilt-market companion to the US curve in us-bond-signals and the Canadian curve in boc-bond-signals. Raw data: Bank of England (Open Government Licence).

    • uk
    • gilts
    • yield-curve
    • interest-rates
    lignes
    70 693
    Qualité
    99
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Bond Market Signals (derived)

    US bond market signals (yield volatility, momentum, anomalies, curve-inversion tracker)

    Daily bond-market signals derived from FRED's US Treasury and credit-spread series: 30-day annualized yield volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-series volatility rank, and a 10Y-2Y curve-inversion tracker (flag + consecutive-days streak). Covers 2Y/5Y/10Y/30Y Treasury yields, the 10Y-2Y spread, the 10Y real yield, 10Y breakeven inflation and the US high-yield option-adjusted spread. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED).

    • bonds
    • treasury
    • yields
    • volatility
    lignes
    82 534
    Qualité
    100
    Mis à jour
    24 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Borrowing-Cost Signals (derived)

    US household borrowing-cost signals (prime / card / auto rates)

    US household borrowing-cost signals from Federal Reserve Board lending rates (redistributed by FRED): the bank prime loan rate (monthly, 1949 ->), the commercial-bank credit-card rate and the 48-month new-auto loan rate (quarterly, NSA), with frequency-aware momentum, change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the lender risk-premium spread over prime, the unsecured-vs-secured (card-minus-auto) wedge, a 5-year borrowing-cost z-score and a high-cost flag. The price-of-credit complement to fred-mortgage-rate-signals (mortgages), us-bank-credit-cycle signals (volumes) and us-bank-lending-standards-signals (willingness to lend). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System via FRED.

    • interest-rates
    • prime-rate
    • credit-cards
    • auto-loans
    lignes
    1 198
    Qualité
    97
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Brazil Macro Signals (derived)

    Brazil macro signals (Selic, BRL, IPCA)

    Brazilian macro signals from the Banco Central do Brasil's SGS system (keyless API): the Selic target rate (daily), the USD/BRL exchange rate (daily) and IPCA consumer-price inflation (monthly), with 63-day/3-month momentum, 30-period change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the real Selic rate (Selic minus IPCA 12-month), a 12-month BRL depreciation gauge, a restrictive real-rate flag and a 5-year Selic z-score. The first Latin America / emerging-market central-bank lens in the catalog, complementary to em-currency-stress-signals (FX only) and the developed-market policy sets. All rows normalized to country_code BRA. Raw data: Banco Central do Brasil (commercial re-use terms not verifiable from this machine — flagged unclear in the UI).

    • brazil
    • selic
    • ipca
    • usd-brl
    lignes
    6 709
    Qualité
    91
    Mis à jour
    24 sept. 2026
    À jour
    Licence
    Licence incertaine

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