README.md

metadata

pretty_name: FinBen · ACL18 (stock movement)
license: mit
language:
  - en
task_categories:
  - text-classification
size_categories:
  - 10K<n<100K
source_datasets:
  - extended
tags:
  - finance
  - benchmark
  - thefinai
  - finben
  - flare
dataset_info:
  features:
    - name: id
      dtype: string
    - name: query
      dtype: string
    - name: answer
      dtype: string
    - name: text
      dtype: string
    - name: choices
      sequence: string
    - name: gold
      dtype: int64
  splits:
    - name: train
      num_bytes: 70385369
      num_examples: 20781
    - name: valid
      num_bytes: 9049127
      num_examples: 2555
    - name: test
      num_bytes: 13359338
      num_examples: 3720
  download_size: 46311736
  dataset_size: 92793834
extra_gated_heading: Request access to FinBen · ACL18 (stock movement)
extra_gated_description: >-
  This FinBen task is released by The Fin AI for research. Access is granted
  automatically after you complete this short form.
extra_gated_button_content: Agree and access
extra_gated_prompt: >-
  By accessing this dataset you agree to the license of the original source (MIT
  License) and to cite the FinBen paper and the original dataset in any
  resulting publication.
extra_gated_fields:
  Full name: text
  Affiliation: text
  Country: country
  Intended use:
    type: select
    options:
      - Research
      - Education
      - Commercial evaluation
      - Other
  I agree to the terms above and will cite the papers: checkbox

FinBen · ACL18 (stock movement)

📄 Paper · 💻 Code · 🏆 Leaderboard · 🌐 The Fin AI

Part of FinBen — FinBen: A Holistic Financial Benchmark for Large Language Models (arXiv:2402.12659).

Task	stock movement prediction
Original dataset	ACL18 (Xu and Cohen, 2018)
Evaluation metric	Accuracy, MCC
Source license	MIT License
Language	en

Quick Start

from datasets import load_dataset

ds = load_dataset("TheFinAI/en-sm-acl", split="test")
print(ds[0])

Example prompt

By reviewing the data and tweets, can we predict if the closing price of $csco will go upwards or downwards at 2015-10-01? Please indicate either Rise or Fall.
Context: date,open,high,low,close,adj-close,inc-5,inc-10,inc-15,inc-20,inc-25,inc-30
2015-09-17,0.3,1.5,-0.3,-0.7,-0.7,0.2,0.3,0.0,-0.0,2.0,3.2
2015-09-18,0.1,0.8,-1.1,-1.3,-1.3,1.2,1.5,1.2,1.0,2.9,4.2
2015-09-21,-0.4,1.1,-0.7,0.0,0.0,1.0,1…

Dataset Structure

Split	Rows
train	20,781
test	3,720
valid	2,555

Field	Description
id	Example id
query	Full instruction prompt given to the model
answer	Gold answer / label text
text	Raw input text (without instruction)
choices	Label space
gold	Index of the gold label in choices

License

The original data is released under MIT License (FinBen paper, Table 2).

Citation

Please cite FinBen and the original dataset (ACL18 (Xu and Cohen, 2018)):

@misc{xie2024finbenholisticfinancialbenchmark,
      title={FinBen: A Holistic Financial Benchmark for Large Language Models},
      author={Qianqian Xie and Weiguang Han and Zhengyu Chen and Ruoyu Xiang and Xiao Zhang and Yueru He and Mengxi Xiao and Dong Li and Yongfu Dai and Duanyu Feng and Yijing Xu and Haoqiang Kang and Ziyan Kuang and Chenhan Yuan and Kailai Yang and Zheheng Luo and Tianlin Zhang and Zhiwei Liu and Guojun Xiong and Zhiyang Deng and Yuechen Jiang and Zhiyuan Yao and Haohang Li and Yangyang Yu and Gang Hu and Jiajia Huang and Xiao-Yang Liu and Alejandro Lopez-Lira and Benyou Wang and Yanzhao Lai and Hao Wang and Min Peng and Sophia Ananiadou and Jimin Huang},
      year={2024},
      eprint={2402.12659},
      archivePrefix={arXiv},
      primaryClass={cs.CL},
      url={https://arxiv.org/abs/2402.12659},
}