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  ---
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- configs:
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- - config_name: default
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- data_files:
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- - split: '1999'
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- path: data/1999-*
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- - split: '2000'
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- path: data/2000-*
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- - split: '2001'
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- path: data/2001-*
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- - split: '2002'
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- path: data/2002-*
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- - split: '2003'
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- path: data/2003-*
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- - split: '2004'
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- path: data/2004-*
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- - split: '2005'
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- path: data/2005-*
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- - split: '2006'
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- path: data/2006-*
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- - split: '2007'
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- path: data/2007-*
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- - split: '2008'
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- path: data/2008-*
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- - split: '2009'
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- path: data/2009-*
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- - split: '2010'
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- path: data/2010-*
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- - split: '2011'
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- path: data/2011-*
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- - split: '2012'
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- path: data/2012-*
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- - split: '2013'
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- path: data/2013-*
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- - split: '2014'
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- path: data/2014-*
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- - split: '2015'
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- path: data/2015-*
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- - split: '2016'
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- path: data/2016-*
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- - split: '2017'
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- path: data/2017-*
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- - split: '2018'
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- path: data/2018-*
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- - split: '2019'
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- path: data/2019-*
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- - split: '2020'
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- path: data/2020-*
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- - split: '2021'
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- path: data/2021-*
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- - split: '2022'
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- path: data/2022-*
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- - split: '2023'
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- path: data/2023-*
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- - split: '2024'
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- path: data/2024-*
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- - split: '2025'
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- path: data/2025-*
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- - split: '2026'
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- path: data/2026-*
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- dataset_info:
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- features:
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- - name: qid
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- dtype: string
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- - name: forecastType
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- dtype: string
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- - name: subtype
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- dtype: string
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- - name: indicator
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- dtype: string
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- - name: transform
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- dtype: string
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- - name: target_period
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- dtype: string
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- - name: info_cutoff
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- dtype: string
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- - name: forecast_end
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- dtype: string
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- - name: answer_release
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- dtype: string
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- - name: question
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- dtype: string
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- - name: options
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- list: string
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- - name: answer_letter
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- dtype: string
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- - name: answer_raw
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- dtype: string
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- - name: unit
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- dtype: string
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- - name: year
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- dtype: int32
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- splits:
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- - name: '1999'
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- num_bytes: 74833
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- num_examples: 236
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- - name: '2000'
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- num_bytes: 99893
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- num_examples: 316
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- - name: '2001'
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- num_bytes: 92808
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- num_examples: 295
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- - name: '2002'
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- num_bytes: 101856
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- num_examples: 322
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- - name: '2003'
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- num_bytes: 98900
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- num_examples: 312
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- - name: '2004'
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- num_bytes: 101665
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- num_examples: 322
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- - name: '2005'
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- num_bytes: 103728
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- num_examples: 328
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- - name: '2006'
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- num_bytes: 101349
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- num_examples: 321
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- - name: '2007'
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- num_bytes: 95693
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- num_examples: 303
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- - name: '2008'
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- num_bytes: 88167
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- num_examples: 280
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- - name: '2009'
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- num_bytes: 100911
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- num_examples: 318
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- - name: '2010'
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- num_bytes: 98705
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- num_examples: 312
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- - name: '2011'
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- num_bytes: 98761
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- num_examples: 313
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- - name: '2012'
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- num_bytes: 100279
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- num_examples: 318
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- - name: '2013'
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- num_bytes: 97127
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- num_examples: 308
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- - name: '2014'
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- num_bytes: 101963
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- num_examples: 323
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- - name: '2015'
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- num_bytes: 97879
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- num_examples: 310
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- - name: '2016'
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- num_bytes: 97110
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- num_examples: 308
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- - name: '2017'
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- num_bytes: 102019
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- num_examples: 324
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- - name: '2018'
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- num_bytes: 98560
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- num_examples: 312
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- - name: '2019'
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- num_bytes: 102219
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- num_examples: 324
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- - name: '2020'
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- num_bytes: 90242
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- num_examples: 287
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- - name: '2021'
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- num_bytes: 102620
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- num_examples: 324
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- - name: '2022'
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- num_bytes: 90958
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- num_examples: 289
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- - name: '2023'
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- num_bytes: 97299
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- num_examples: 308
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- - name: '2024'
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- num_bytes: 94708
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- num_examples: 300
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- - name: '2025'
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- num_bytes: 84725
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- num_examples: 269
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- - name: '2026'
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- num_bytes: 49530
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- num_examples: 155
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- download_size: 958807
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- dataset_size: 2664507
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  ---
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- ..
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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  ---
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+ language: en
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+ license: cc-by-4.0
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+ task_categories:
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+ - multiple-choice
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+ - question-answering
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+ size_categories:
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+ - 1K<n<10K
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+ pretty_name: FinDeepForecast-Historical-US
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+ tags:
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+ - finance
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+ - economics
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+ - macro
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+ - forecasting
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+ - federal-reserve
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+ - time-series
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+ - benchmark
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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  ---
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+
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+ # FinDeepForecast-Historical-US
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+
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+ A **historical** version of the [FinDeepForecast](https://openfinarena.com/fin-deep-forecast/) benchmark from OpenFinArena, covering **1999–2026** with ground-truth derived from real FRED time series.
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+
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+ Strictly follows the paper's two-track taxonomy:
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+ - **Recurrent** — periodic numerical forecasts (CPI/GDP/Treasury/etc. value at a future date)
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+ - **Non-Recurrent** — binary YES/NO forecasts on specific upcoming scheduled events (FOMC rate decisions, CPI/NFP release surprises, weekly market thresholds)
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+
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+ ## Highlights
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+
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+ | Metric | Value |
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+ |---|---|
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+ | Total questions | **8,437** |
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+ | Recurrent | 6,366 (75.5%) — multiple choice (4 options) |
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+ | Non-Recurrent | 2,071 (24.5%) — binary YES/NO |
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+ | Years covered | 1999–2026 (28 splits) |
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+ | Indicators | 49 US macro/market series from FRED |
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+ | Avg per year | ~300 questions |
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+
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+ ## Quick Start
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+
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+ ```python
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+ from datasets import load_dataset
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+
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+ # Single year
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+ ds = load_dataset("TheFinAI/pre_test", split="2008")
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+
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+ # Filter by forecast type
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+ recurrent_2008 = ds.filter(lambda x: x["forecastType"] == "Recurrent")
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+ non_recurrent_2008 = ds.filter(lambda x: x["forecastType"] == "Non-Recurrent")
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+ ```
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+
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+ ## Recurrent (paper-aligned periodic forecast)
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+
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+ > *"Forecast the value of [US CPI YoY Inflation Rate] for June 2010.
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+ > (Information available up to 2010-04-15.)"*
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+ >
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+ > A) 1.45% B) 2.04% C) 2.42% D) 1.85%
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+
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+ - Format: 4-option MCQ with numeric values
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+ - Generated for 49 indicators × 4 quarters/year × {level, yoy_pct, yoy_pp} transforms
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+ - `info_cutoff` set ~60 days before target period
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+
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+ ## Non-Recurrent (paper-aligned binary YES/NO)
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+
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+ Follows the original paper's format: "Will [specific event] happen by [date]?"
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+
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+ ### 8 templates (all anchored to scheduled events)
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+
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+ | Template | Question pattern | Per year |
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+ |---|---|---|
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+ | T1 `fomc_cut` | Will FOMC cut rates ≥25bp at [date]? | ~8 |
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+ | T2 `fomc_hike` | Will FOMC raise rates ≥25bp at [date]? | ~8 |
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+ | T3 `fomc_hold` | Will FOMC keep rates unchanged at [date]? | ~8 |
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+ | T4 `cpi_release_threshold` | Will CPI YoY for [month] exceed [threshold]%? | 12 |
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+ | T5 `nfp_release_threshold` | Will NFP for [month] show change > [threshold]? | 12 |
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+ | T6 `gdp_release_threshold` | Will GDP YoY for [quarter] exceed [threshold]%? | 4 |
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+ | T7 `vix_weekly_spike` | Will VIX exceed [threshold] in week ending [date]? | 12 |
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+ | T8 `nasdaq_weekly_gain` | Will NASDAQ gain more than [X]% in week ending [date]? | 12 |
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+
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+ ### Non-Recurrent example (real)
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+
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+ > *"Will the FOMC cut the federal funds target rate by at least 25 basis points
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+ > at its meeting on 2020-03-15?"*
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+ >
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+ > A) YES B) NO
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+ >
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+ > ✓ Answer: A (YES) — Fed cut to zero on emergency Sunday meeting
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+
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+ ### YES/NO balance (across all 2,071 NR questions)
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+
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+ | Subtype | n | YES% | NO% |
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+ |---|---:|---:|---:|
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+ | vix_weekly_spike | 328 | 51% | 49% |
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+ | nasdaq_weekly_gain | 328 | 41% | 59% |
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+ | nfp_release_threshold | 326 | 49% | 51% |
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+ | cpi_release_threshold | 313 | 52% | 48% |
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+ | fomc_cut | 224 | 17% | 83% |
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+ | fomc_hike | 224 | 19% | 81% |
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+ | fomc_hold | 224 | 64% | 36% |
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+ | gdp_release_threshold | 104 | 47% | 53% |
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+
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+ (FOMC imbalance reflects reality: most meetings are "hold" decisions.)
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+
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+ ## Schema
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+
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+ | Field | Type | Description |
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+ |---|---|---|
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+ | `qid` | string | Unique question ID |
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+ | `forecastType` | string | `Recurrent` or `Non-Recurrent` |
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+ | `subtype` | string | Fine-grained subtype |
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+ | `indicator` | string | Primary FRED series ID |
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+ | `transform` | string | `level` / `yoy_pct` / `yoy_pp` (Recurrent), `""` (NR) |
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+ | `target_period` | string | Period asked about |
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+ | `info_cutoff` | string | YYYY-MM-DD — latest info allowed |
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+ | `forecast_end` | string | YYYY-MM-DD — last day of horizon |
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+ | `answer_release` | string | NR only — when truth becomes verifiable |
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+ | `question` | string | Question text |
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+ | `options` | list[string] | Length 4 (Recurrent) or 2 (NR) |
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+ | `answer_letter` | string | A/B/C/D (Recurrent) or A/B (NR) |
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+ | `answer_raw` | string | Underlying answer value |
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+ | `unit` | string | `%`, `index`, `binary`, etc. |
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+ | `year` | int | Convenience field |
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+
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+ ## Indicators (49 FRED series)
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+
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+ | Category | Examples |
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+ |---|---|
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+ | Inflation (8) | CPIAUCSL, CPILFESL, PCEPI, PCEPILFE, PPIACO, PPIFIS, DCOILWTICO, DCOILBRENTEU |
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+ | Labor (6) | UNRATE, PAYEMS, CIVPART, EMRATIO, AHETPI, ICSA |
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+ | Growth (4) | GDPC1, GDP, INDPRO, TCU |
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+ | Rates (8) | FEDFUNDS, DGS3MO, DGS2, DGS5, DGS10, DGS30, T10Y2Y, MORTGAGE30US |
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+ | Money (4) | M2SL, BOGMBASE, TOTBKCR, CCSA |
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+ | Consumer (5) | UMCSENT, PCE, PSAVERT, RSAFS, DSPI |
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+ | Housing (3) | HOUST, PERMIT, CSUSHPINSA |
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+ | Manufacturing (3) | DGORDER, BOPGSTB, NEWORDER |
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+ | Market (8) | SP500, NASDAQCOM, DJIA, VIXCLS, DTWEXBGS, DEXUSEU, DEXJPUS, DEXCHUS |
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+
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+ ## Coverage Notes
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+
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+ - **1999** has fewer Recurrent questions (~180) because some indicators
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+ (`PPIFIS`, `SP500`, `DJIA`, `DTWEXBGS`) start later than 1999 on FRED.
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+ - **2026** is a partial year (data through April/May 2026); contains only
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+ questions whose ground truth is verifiable.
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+ - All NR questions tied to FOMC meetings, BLS releases (CPI/NFP), BEA releases (GDP),
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+ or weekly market thresholds — all from scheduled/public calendars.
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+
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+ ## Differences from the Original FinDeepForecast
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+
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+ | Aspect | Original (live, 2025-10 → 2025-12) | This dataset (historical) |
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+ |---|---|---|
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+ | Coverage | 10 weeks | 28 years |
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+ | Markets | 8 (US/UK/CN/HK/JP/SG/DE/FR) | US only |
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+ | Recurrent total | 296 macro + 699 corporate | 6,366 (macro only) |
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+ | Non-Recurrent total | 128 macro + 247 corporate | 2,071 (macro only) |
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+ | Ground truth | Future outcome (live) | Historical realized values |
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+ | Format | Numeric (Rec) + YES/NO (NR) | **Same** — 4-option MCQ + YES/NO |
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+
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+ This historical version sacrifices the live "no memorization" property of the
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+ original benchmark in exchange for reproducible offline evaluation across 28 years.
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+
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+ ## License
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+
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+ CC-BY-4.0. Underlying FRED data is in the public domain (FRED API terms).
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+
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+ ## Citation
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+
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+ ```bibtex
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+ @article{findeepforecast,
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+ title={FinDeepForecast: A Live Benchmark for Financial Forecasting with LLMs},
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+ author={OpenFinArena},
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+ year={2026},
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+ url={https://openfinarena.com/fin-deep-forecast/}
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+ }
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+ ```