CoolFace
Datasetpublic

CJ9096/Indian_IPO_datasets

Codes: https://github.com/sohomghosh/Indian_IPO Main Files ipo_mainline_final_data_v18.xlsx and SME_data_final_v11.xlsx are the main files containing all the relevant features. These files contain the following columns. NOTE: P = Presence (B= Both, M = Main Board, S = SME), T = Type of variable (I = Independent Variable i.e. Features, D = Dependent Variable i.e. Target) P T Column Name Description B I mapping_key Unique key for identifying each IPO B I Company Name… See the full description on the dataset page: https://huggingface.co/datasets/CJ9096/Indian_IPO_datasets.

sourceHugging Facecc-by-nc-sa-4.0updated 2mo agoView on Hugging Face
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Codes: https://github.com/sohomghosh/Indian_IPO

Main Files ----------------------

ipomainlinefinaldatav18.xlsx and SMEdatafinal_v11.xlsx are the main files containing all the relevant features.

These files contain the following columns. NOTE: P = Presence (B= Both, M = Main Board, S = SME), T = Type of variable (I = Independent Variable i.e. Features, D = Dependent Variable i.e. Target)

**P****T****Column Name****Description**
BImapping_keyUnique key for identifying each IPO
BICompany NameName of the company going for IPO in short
BIIssuer CompanyFull Name of the company going for IPO
BIurlURL corresponding to the company's IPo in chittorgarh.com
BIsubscription_linkURL to access the subscription information
MISubscription DatesDates on which IPO can be subscribed
BINSE_symbolTicker of the company in NSE
BITotal Issue SizeTotal monetary value of all shares being offered to the public
BIOffer for SaleValue of shares being offered for sale
BIIssue TypeFixed Price Issue or Book Building Issue
BIListing DateDay on which IPO will get listed
BIPrice BandThe range of prices within which investors can bid for shares
BIIndustryIndustry of the company
BISectorSector of the company
BIIPO DateDuration for subscribing the IPO
BIClose DateLast day for IPO subscription
BIClose YearYear of the last day for IPO subscription
BIClose Year PreviousOne year before the year of the last day for IPO subscription
MIExchangeNSE or BSE
MIIssue Size (Rs Cr.)Total shares that a company proposes to offer
BIFinalIssuePriceFinal Issue price of the company (on NSE for Main Board) (on BSE/NSE for SME whichever available)
SIBSEFinalIssue_PriceIssue price of the IPO on BSE
SINSEFinalIssue_PriceFinal Issue price of the SME IPO on NSE
BIFresh IssueValue of shares being freshly issued
MILot SizeMinimum number of shares that an investor must bid for
MIOpen DateDate when IPO will be opened for subscription
BI<n>_assetsAsset of the company as on nth day
BI<n>_net worthNet worth of the company as on nth day
BI<n>_profit after taxProfit after tax of the company on the nth day
BI<n>_reserves and surplusReserves and surplus of the company on the nth day
BI<n>_revenueRevenue of the company on the nth day
BI<n>_total borrowingTotal borrowing of the comany on the nth day
BI<n>_total incomeTotal income of the company on the nth day
BI1 day before Close DayDate before 1 day before the last day for IPO subscription
BI1 month before Close Day month numberMonth number of the month which is 1 month before the last day of IPO subscription
BI1 month before Close Day year numberYear of the month which is 1 month before the last day of IPO subscription
BI1 week before Close Day week numberWeek number of the week which is 1 week before the last day of IPO subscription
BI1 week before Close Day year numberYear of the week which is 1 week before the last day of IPO subscription
BIBasis of AllotmentDate when the final allocation of shares in an Initial Public Offering (IPO) is disclosed to investors.
BIBrokers_AvoidNumber of top Brokers & Analysts who recommended to avoid the IPO
BIBrokers_NeutralNumber of top Brokers & Analysts with neutral recommended for the IPO
BIBrokers_SubscribeNumber of top Brokers & Analysts who recommended to subscribe for the IPO
BIMembers_AvoidNumber of Members who recommended to avoid the IPO
BIMembers_NeutralNumber of Members with neutral recommended for the IPO
BIMembers_SubscribeNumber of Members who recommended to subscribe for the IPO
BIFace Value per shareFace value of a share
BICredit of Shares to DematDate on which shares would be credited to the demat account
BICut-off time for UPI mandate confirmationTime by which an investor must approve the UPI mandate request
BIday<n>dateDate of day n
BIday<n>bNII (bids above 10L)Subscriptions by big Non-Institutional Investors on day n
BIday<n>empSubscriptions by employees on day n
BIday<n>niiSubscriptions by Non-Institutional Investors (NII) on day n
BIday<n>nii*Subscriptions by other type of Non-Institutional Investors (NII*) on day n
BIday<n>otherSubscriptions by others on day n
BIday<n>qibSubscriptions by Qualified Institutional Buyers (QIB) on day n
BIday<n>retailSubscriptions by Retail Investors on day n
BIday<n>totalTotal subscriptions on day n
BIRetail (Max)_AmountMaximum application amount for Retailers
BIRetail (Max)_LotsMaximum number of lots that a Retailers must apply for
BIRetail (Max)_SharesMaximum number of shares that a Retailers must apply for
BIRetail (Min)_AmountMinimum application amount for Retailers
BIRetail (Min)_LotsMinimum number of lots that a Retailers must apply for
BIRetail (Min)_SharesMinimum number of shares that a Retailers must apply for
MIB-HNI (Min)_AmountMinimum application amount for Big High Net-worth Individuals (B-HNIs)
MIB-HNI (Min)_LotsMinimum number of lots that a B-HNI must apply for
MIB-HNI (Min)_SharesMinimum number of shares that a B-HNI must apply for
MIS-HNI (Max)_AmountMaximum application amount for Small High Net-worth Individuals (S-HNIs)
MIS-HNI (Max)_LotsMaximum number of lots that a S-HNI must apply for
MIS-HNI (Max)_SharesMaximum number of shares that a S-HNI must apply for
MIS-HNI (Min)_AmountMinimum application amount for S-HNI
MIS-HNI (Min)_LotsMinimum number of lots that a S-HNI must apply for
MIS-HNI (Min)_SharesMinimum number of shares that a S-HNI must apply for
SIHNI (Min)_AmountMinimum application amount for High Net-worth Individuals (HNIs)
SIHNI (Min)_LotsMinimum number of lots that a HNI must apply for
SIHNI (Min)_SharesMinimum number of shares that a HNI must apply for
BIShare Holding Post IssueDistribution of ownership stakes in a company post IPO
BIShare Holding Pre IssueDistribution of ownership stakes in a company pre IPO
BIStocks traded, total value (% of GDP)Value of stock traded as % of GDP in the year prior to IPO
BIdhrprhplinksLinks for DHRP, RHP, Anchor Investor files
BIdhrprhplinks_pdfLinks for DHRP, RHP, Anchor Investor pdf files
BImostrelevantlinkLink to download prospectus. Preference is given to RHP followed by DRHP and Anchor Investor files.
BIFileRename1stName of downloaded PDF file. Preference is given to RHP followed by DRHP and Anchor Investor files
BITextextractedJSONPagewise texts extracted from the PDF in json format
BIfulltextcontentText content related to the IPO obtained from chittorgarh.com
BInews_contentList of news relating to the company's IPO
BInews_headlineList of news headlines relating to the company's IPO
BInews_synopsisList of news synopsis relating to the company's IPO
BInews_urlList of urls corresponding to the news relating to the company's IPO
BIChg%nifty50dailyChange in nifty 50 index during the day previous to the Close Date
BIChg%nifty50monthlyChange in nifty 50 index during the month previous to the Close Date
BIChg%nifty50weeklyChange in nifty 50 index during the week previous to the Close Date
BIChg%vixdailyChange in vix index during the day previous to the Close Date
BIChg%vixmonthlyChange in vix index during the month previous to the Close Date
BIChg%vixweeklyChange in vix index during the week previous to the Close Date
BIOpennifty50dailyOpening Price of nifty 50 index during the day previous to the Close Date
BIOpennifty50monthlyOpening Price of nifty 50 index during the month previous to the Close Date
BIOpennifty50weeklyOpening Price of nifty 50 index during the week previous to the Close Date
BIOpenvixdailyOpening Price of vix during the day previous to the Close Date
BIOpenvixmonthlyOpening Price of vix during the month previous to the Close Date
BIOpenvixweeklyOpening Price of vix during the week previous to the Close Date
BIHighnifty50dailyHighest value of nifty 50 index during the day previous to the Close Date
BIHighnifty50monthlyHighest value of nifty 50 index during the month previous to the Close Date
BIHighnifty50weeklyHighest value of nifty 50 index during the week previous to the Close Date
BIHighvixdailyHighest value of vix index during the day previous to the Close Date
BIHighvixmonthlyHighest value of vix index during the month previous to the Close Date
BIHighvixweeklyHighest value of vix index during the week previous to the Close Date
BILownifty50dailyLowest Price of nifty 50 index during the day previous to the Close Date
BILownifty50monthlyLowest Price of nifty 50 index during the month previous to the Close Date
BILownifty50weeklyLowest Price of nifty 50 index during the week previous to the Close Date
BILowvixdailyLowest Price of vix during the day previous to the Close Date
BILowvixmonthlyLowest Price of vix during the month previous to the Close Date
BILowvixweeklyLowest Price of vix during the week previous to the Close Date
BIPricenifty50dailyClosing Price of nifty 50 index during the day previous to the Close Date
BIPricenifty50monthlyClosing Price of nifty 50 index during the month previous to the Close Date
BIPricenifty50weeklyClosing Price of nifty 50 index during the week previous to the Close Date
BIPricevixdailyClosing Price of vix during the day previous to the Close Date
BIPricevixmonthlyClosing Price of vix during the month previous to the Close Date
BIPricevixweeklyClosing Price of vix during the week previous to the Close Date
BIVolumenifty50dailyVolume traded in nifty 50 during the day previous to the Close Date
BIVolumenifty50monthlyVolume traded in nifty 50 during the month previous to the Close Date
BIVolumenifty50weeklyVolume traded in nifty 50 during the week previous to the Close Date
BIdynamiclast90DaysuccesscloseAverage success rate calculated using close price in the last 90 days prior to ipo close day
BIdynamiclast90DaysuccesshighAverage success rate calculated using high price in the last 90 days prior to ipo close day
BIdynamiclast90DaysuccessopenAverage success rate calculated using open price in the last 90 days prior to ipo close day
BIprevious_quarterQuarter before the Close Date
BIpreviousquartersuccess_closeAverage success rate calculated using close price in the previous calendar quarter
BIpreviousquartersuccess_highAverage success rate calculated using high price in the previous calendar quarter
BIpreviousquartersuccess_openAverage success rate calculated using open price in the previous calendar quarter
BIForeign direct investment, net (BoP, current US$)Net Foreign Direct Investment happend in the year prior to IPO
BIForeign direct investment, net inflows (BoP, current US$)Net inflow from Foreign Direct Investment happend in the year prior to IPO
BIGDP (current US$)GDP of India in the year prior to IPO
BIGDP growth (annual %)Annual growth % in GDP of India in the year prior to IPO
BIGDP per capita growth (annual %)GDP per capita growth as annual % in the year prior to IPO
BIGNI (current US$)Gross National Income in the year prior to IPO
BIGNI per capita growth (annual %)Gross National Incom per capita growth as annual % in the year prior to IPO
BIInflation, consumer prices (annual %)Inflation rate in the year prior to the IPO
BIPersonal remittances, received (% of GDP)Received personal remittances as % of GDP on the year prior to IPO
BIInitiation of RefundsDate on which refunds are initiated to the investors who are not allocated any shares
BINet trade in goods and services (BoP, current US$)Net trade in goods and services in the year prior to the IPO
BIUnemployment, total (% of total labor force) (modeled ILO estimate)Unemployment rate in the year prior to the IPO
BIanswerofquestion_<n>Answer generated using LLM for the nth question. 1<=n<=25
SDBSE_HighHighest price of the stock on BSE on the Listing Day
SDBSE_LowLowest price of the stock on BSE on the Listing Day
SDBSE_OpenOpening price of the stock on BSE on the Listing Day
BDBSELastTradeClosing price on BSE of the IPO on the Listing Day
BDNSE_HighHighest price of the stock on NSE on the Listing Day
BDNSELastTradeClosing price of the stock on NSE on the Listing Day
BDNSE_LowLowest price of the stock on NSE on the Listing Day
BDNSE_OpenOpening price of the stock on NSE on the Listing Day
SDHighOverall highest price of the SME IPO on Lisitng day
SDLast_TradeOverall closing price of the SME IPO on Lisitng Day
SDLowOverall lowest price of the SME IPO on Lisitng Day
SDOpenOverall open price of the SME IPO on lisitng day
BDSuccess_CloseSuccess of the IPO in terms of closing price on the Listing Day
BDSuccess_HighSuccess of the IPO in terms of highest price on the Listing Day
BDSuccess_OpenSuccess of the IPO in terms of opening price on the Listing Day
MDelasticity((open price - issue price)/issue price)/(subscription rate - 1) (It is not used in this study)
MDTotal_subscriptionsTotal subscriptions the IPO received

Files having DeBERTa probabilities - debertaprobabilities/debertaprobabilities\<mb or sme>success_\<open or high or close>.csv

Files having probabilities from Machine Learning models trained using Nomic - nomicembeddingsmlpredictions/\<mainboard or sme>textfeaturepredictions.zip

Files having Grey Maret Price (GMP) data - GMPdata/GMPMainline20192024YTDInvestorgrainCLEAN.xlsx, GMPSME20192024YTDInvestorgrainCLEANv2.xlsx

Files having raw text extracted from DRHP/RHP PDFs - textsextractedfrompdfs/ipomainlinetxtsextracted.zip, textsextractedfrompdfs/iposmetxtsextracted.zip

List of questions asked while leveraging the Retrieval-Augmented Generation (RAG) framework - questions/questionstoask_rhp.csv

bibtex
@misc{ghosh2024experimentingmultimodalinformationpredict,
      title={Experimenting with Multi-modal Information to Predict Success of Indian IPOs}, 
      author={Sohom Ghosh and Arnab Maji and N Harsha Vardhan and Sudip Kumar Naskar},
      year={2024},
      eprint={2412.16174},
      archivePrefix={arXiv},
      primaryClass={cs.CL},
      url={https://arxiv.org/abs/2412.16174}, 
}