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FinBen · CIKM18 (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 CIKM18 (Wu et al., 2018)
Evaluation metric Accuracy, MCC
Source license Public
Language en

Quick Start

from datasets import load_dataset

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

Example prompt

Assess the data and tweets to estimate whether the closing price of $csco will escalate or deflate at 2017-11-02. Respond with either Rise or Fall.
Context: date,open,high,low,close,adj-close,inc-5,inc-10,inc-15,inc-20,inc-25,inc-30
2017-10-19,-0.7,0.4,-0.9,0.6,0.6,-0.5,-0.5,-0.6,-0.8,-1.5,-2.2
2017-10-20,-0.7,0.4,-0.7,1.5,1.5,-1.5,-1.8,-1.9,-2.1,-2.7,-3.4
2017-10-23,0.3,1.0,-0.2,0.3,0.3,-1.3,-1.9…

Dataset Structure

Split Rows
train 3,396
test 1,143
valid 431
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 paper lists the original data as publicly available without a specific license (FinBen paper, Table 2); refer to the original source for its terms.

Citation

Please cite FinBen and the original dataset (CIKM18 (Wu et al., 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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