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FinBen · ACL18 (stock movement)

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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},
}
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