Upload README.md
Browse files
README.md
CHANGED
|
@@ -1,3 +1,48 @@
|
|
| 1 |
-
|
| 2 |
-
|
| 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 |
+
```
|