BobLiang2113 commited on
Commit
77f62fc
·
verified ·
1 Parent(s): 442d96e

Upload README.md

Browse files
Files changed (1) hide show
  1. README.md +48 -3
README.md CHANGED
@@ -1,3 +1,48 @@
1
- ---
2
- license: mit
3
- ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # PriceSeer Dataset
2
+
3
+ ## Introduction
4
+ PriceSeer was designed to provide a professional framework for LLMs stock prediction, including external and internal data. For detailed information about how to collect it and how to use it, please refer to: https://arxiv.org/abs/2601.06088
5
+
6
+ ## Stock Coverage
7
+ This dataset collected totally 110 stocks across 11 sectors in the U.S. stock market, 10 stocks per sector, covers all industries in the market. The stocks are:
8
+
9
+ ```
10
+ "Technology": ["NVDA", "MSFT", "AAPL", "AVGO", "ORCL", "PLTR", "AMD", "CSCO", "IBM", "CRM"],
11
+ "Financial Services": ["BRK-B", "JPM", "BAC", "MA", "V", "MS", "C", "WFC", "GS", "AXP"],
12
+ "Consumer Cyclical": ["AMZN", "TSLA", "HD", "MCD", "NKE", "LOW", "BKNG", "TJX", "DASH", "MELI"],
13
+ "Communication Services": ["GOOG", "META", "NFLX", "CMCSA", "DIS", "APP", "SPOT", "T", "VZ", "TMUS"],
14
+ "Healthcare": ["UNH", "JNJ", "ISRG", "MRK", "LLY", "ABT", "DHR", "ABBV", "TMO", "AMGN"],
15
+ "Industrials": ["UNP", "GEV", "CAT", "HON", "RTX", "DE", "LMT", "GE", "ETN", "BA"],
16
+ "Consumer Defensive": ["PG", "KO", "PEP", "COST", "WMT", "MDLZ", "CL", "MO", "PM", "MNST"],
17
+ "Energy": ["XOM", "CVX", "COP", "WMB", "EPD", "EOG", "PSX", "KMI", "ET", "MPC"],
18
+ "Basic Materials": ["LIN", "SHW", "FCX", "SCCO", "NEM", "CRH", "APD", "ECL", "CTVA", "VMC"],
19
+ "Utilities": ["NEE", "DUK", "SO", "EXC", "AEP", "SRE", "XEL", "VST", "D", "CEG"],
20
+ "Real Estate": ["WELL", "PLD", "AMT", "EQIX", "SPG", "DLR", "O", "PSA", "CBRE", "CCI"]
21
+ ```
22
+
23
+ ## Data Type
24
+ There are 4 data types in the dataset:
25
+
26
+ - **Raw data**: the historical stock data in the past 1 year were directly downloaded from open source financial website, including opening price, closing price, daily highest price, daily lowest price, and trading volume.
27
+
28
+ - **Financial indicators**: professional financial indicators that can reflect the price trend are calculated based on the raw data. The indicators used are: Simple Return & Log Return, Simple Moving Average (SMA), Relative Strength Index (RSI), Moving Average Convergence/Divergence (MACD) & Signal Line, and Bollinger Bands (BB).
29
+
30
+ - **News data**: top 10 the most relavant news on Google research about each stock were downloaded. It consists of the publish date, source, news title, and content.
31
+
32
+ - **Fake news data**: we generate fake news by manipulating numbers, introducing fictional elements, and employing superlative language in the news data, to introduce perturbations.
33
+
34
+
35
+ ## Citation
36
+ If you find our work interesting, please feel free to cite our dataset:
37
+
38
+ ```
39
+ @misc{liang2025priceseerevaluatinglargelanguage,
40
+ title={PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction},
41
+ author={Bohan Liang and Zijian Chen and Qi Jia and Kaiwei Zhang and Kaiyuan Ji and Guangtao Zhai},
42
+ year={2025},
43
+ eprint={2601.06088},
44
+ archivePrefix={arXiv},
45
+ primaryClass={q-fin.ST},
46
+ url={https://arxiv.org/abs/2601.06088},
47
+ }
48
+ ```