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  ---
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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: 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: 101080
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- num_examples: 338
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- - name: '2000'
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- num_bytes: 121750
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- num_examples: 400
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- - name: '2001'
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- num_bytes: 126277
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- num_examples: 400
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- - name: '2002'
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- num_bytes: 121095
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- num_examples: 400
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- - name: '2003'
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- num_bytes: 122754
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- num_examples: 400
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- - name: '2004'
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- num_bytes: 121268
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- num_examples: 400
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- - name: '2005'
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- num_bytes: 120224
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- num_examples: 400
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- - name: '2006'
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- num_bytes: 121284
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- num_examples: 400
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- - name: '2007'
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- num_bytes: 124130
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- num_examples: 400
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- - name: '2008'
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- num_bytes: 127446
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- num_examples: 400
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- - name: '2009'
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- num_bytes: 121940
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- num_examples: 400
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- - name: '2010'
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- num_bytes: 122145
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- num_examples: 400
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- - name: '2011'
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- num_examples: 400
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- num_examples: 400
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- - name: '2013'
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- num_examples: 400
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- - name: '2014'
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- num_examples: 400
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- - name: '2015'
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- num_examples: 400
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- - name: '2016'
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- num_examples: 400
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- - name: '2017'
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- num_examples: 400
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- - name: '2018'
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- num_bytes: 122687
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- num_examples: 400
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- - name: '2019'
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- num_examples: 400
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- num_examples: 400
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- - name: '2021'
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- num_examples: 400
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- - name: '2022'
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- num_examples: 400
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- num_examples: 400
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- - name: '2024'
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- num_examples: 400
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- - name: '2025'
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- num_bytes: 120009
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- num_examples: 400
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- - name: '2026'
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- num_bytes: 39771
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- num_examples: 130
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- download_size: 1287875
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- dataset_size: 3329940
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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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  ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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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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+ - 10K<n<100K
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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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  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-*.parquet"
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+ - split: "2000"
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+ path: "data/2000-*.parquet"
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+ - split: "2001"
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+ path: "data/2001-*.parquet"
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+ - split: "2002"
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+ path: "data/2002-*.parquet"
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+ - split: "2003"
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+ path: "data/2003-*.parquet"
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+ - split: "2004"
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+ path: "data/2004-*.parquet"
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+ - split: "2005"
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+ path: "data/2005-*.parquet"
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+ - split: "2006"
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+ path: "data/2006-*.parquet"
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+ - split: "2007"
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+ path: "data/2007-*.parquet"
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+ - split: "2008"
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+ path: "data/2008-*.parquet"
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+ - split: "2009"
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+ path: "data/2009-*.parquet"
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+ - split: "2010"
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+ path: "data/2010-*.parquet"
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+ - split: "2011"
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+ path: "data/2011-*.parquet"
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+ - split: "2012"
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+ path: "data/2012-*.parquet"
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+ - split: "2013"
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+ path: "data/2013-*.parquet"
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+ - split: "2014"
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+ path: "data/2014-*.parquet"
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+ - split: "2015"
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+ path: "data/2015-*.parquet"
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+ - split: "2016"
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+ path: "data/2016-*.parquet"
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+ - split: "2017"
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+ path: "data/2017-*.parquet"
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+ - split: "2018"
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+ path: "data/2018-*.parquet"
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+ - split: "2019"
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+ path: "data/2019-*.parquet"
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+ - split: "2020"
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+ path: "data/2020-*.parquet"
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+ - split: "2021"
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+ path: "data/2021-*.parquet"
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+ - split: "2022"
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+ path: "data/2022-*.parquet"
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+ - split: "2023"
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+ path: "data/2023-*.parquet"
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+ - split: "2024"
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+ path: "data/2024-*.parquet"
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+ - split: "2025"
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+ path: "data/2025-*.parquet"
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+ - split: "2026"
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+ path: "data/2026-*.parquet"
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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 multiple-choice extension of the [FinDeepForecast](https://openfinarena.com/fin-deep-forecast/) benchmark from OpenFinArena.
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+ While the original FinDeepForecast is a **live** benchmark whose ground truth can
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+ only be revealed by the future, this dataset uses **realized** historical values
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+ from 1999 to 2026 as ground truth, enabling reproducible offline evaluation.
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+
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+ ## Highlights
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+
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+ - **10,868 multiple-choice questions** across **28 years** (1999–2026)
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+ - **49 US macro / market indicators** sourced from [FRED](https://fred.stlouisfed.org/)
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+ (St. Louis Fed) — CPI, GDP, Fed Funds, Treasury yields, NASDAQ, VIX, oil, FX, etc.
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+ - **Two question types** (aligned with the original paper):
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+ - **Recurrent** — forecast periodic data releases (CPI for next month, GDP for next quarter, etc.)
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+ - **Situational** — non-periodic queries: yearly stats, trends, and event-driven
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+ questions for ~35 hand-curated macro events (FOMC decisions, NBER recessions,
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+ Lehman, COVID, SVB, etc.)
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+ - **Year-as-split** layout: each year is a separate split for curriculum / leak-free evaluation
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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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+ # Load a single year
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+ ds = load_dataset("TheFinAI/pre_test", split="2008")
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+ print(ds[0])
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+
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+ # Load all years
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+ ds = load_dataset("TheFinAI/pre_test")
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+ print(ds) # DatasetDict with keys "1999"..."2026"
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+ ```
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+
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+ ## Distribution
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+
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+ | forecastType | subtype | Count | % |
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+ |--------------|--------------------------|------:|-----:|
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+ | Recurrent | recurrent | 6,425 | 59.1 |
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+ | Situational | trend | 1,202 | 11.1 |
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+ | Situational | window_max | 968 | 8.9 |
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+ | Situational | window_min | 966 | 8.9 |
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+ | Situational | yearly_return | 537 | 4.9 |
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+ | Situational | event_value | 426 | 3.9 |
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+ | Situational | event_pp_change | 236 | 2.2 |
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+ | Situational | event_cumulative_return | 108 | 1.0 |
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+
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+ **Per-year size**: 400 questions for full years 2000–2025; 338 for 1999 (data
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+ limited); 130 for 2026 (partial year, only forecasts whose target is in the past).
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+
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+ **Answer letter balance**: A 24.8% / B 25.3% / C 24.7% / D 25.1% (uniformly distributed).
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+
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+ ## Question 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 `Situational` |
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+ | `subtype` | string | One of 8 fine-grained subtypes (see table above) |
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+ | `indicator` | string | FRED series ID (e.g. `CPIAUCSL`, `DGS10`, `NASDAQCOM`) |
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+ | `transform` | string | `level`, `yoy_pct`, or `yoy_pp` |
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+ | `target_period` | string | The period the question asks about |
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+ | `info_cutoff` | string (date) | Latest information allowed (YYYY-MM-DD) |
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+ | `question` | string | Question text |
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+ | `options` | list of strings | 4 options, format `"A) ..."` |
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+ | `answer_letter` | string | `A`, `B`, `C`, or `D` |
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+ | `answer_raw` | string | The displayed value of the correct answer |
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+ | `unit` | string | `%`, `pp`, `index`, `usd_billion`, `count`, `fx_rate`, etc. |
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+ | `year` | int | Convenience field for filtering |
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+
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+ ## Question Type Examples
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+
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+ ### Recurrent (periodic forecast)
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+ > *Forecast the value of [US CPI YoY Inflation Rate] for June 2010. (Information available up to 2010-04-15.)*
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+ >
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+ > A) 1.45% &nbsp;&nbsp; B) 2.04% &nbsp;&nbsp; C) 2.42% &nbsp;&nbsp; D) 1.85%
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+
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+ ### Situational — trend
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+ > *What was the OVERALL TREND of [US 10Y Treasury Yield] from 2010-01-01 to 2010-12-31?*
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+ >
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+ > A) Volatile &nbsp;&nbsp; B) Rising significantly &nbsp;&nbsp; C) Roughly flat &nbsp;&nbsp; D) Falling significantly
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+
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+ ### Situational — window stat
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+ > *During 2010, what was the LOWEST value of [VIX]?*
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+
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+ ### Situational — event-driven
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+ > *Following Lehman Brothers bankruptcy on 2008-09-15, what was the cumulative %
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+ > change in [NASDAQ] over the 20 calendar days after the event?*
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+ >
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+ > A) -14.54% &nbsp;&nbsp; B) -8.32% &nbsp;&nbsp; C) -22.71% &nbsp;&nbsp; D) -2.10%
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+
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+ ## Quality Audit (all checks passed)
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+
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+ | Check | Result |
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+ |----------------------------------------------------|--------|
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+ | Distractor uniqueness (4 distinct options) | 0 issues |
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+ | Date arithmetic (`info_cutoff ≤ target_period`) | 0 issues |
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+ | Required-field preservation in question text | 0 issues |
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+ | Per-subtype A/B/C/D letter balance (within ±8%) | 0 issues |
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+ | Event-response sanity (Lehman, COVID, etc.) | All consistent with history |
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+
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+ ## Coverage Notes
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+
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+ - **1999** has only 338 questions because 4 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 2026); contains only forecast-style
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+ questions whose target lies in the past.
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+ - Some indicators (`SP500`, `DJIA`) have FRED data only since 2016 (10-year limit on
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+ the free tier). For historical equity exposure, `NASDAQCOM` has full 1999+ coverage.
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+
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+ ## Curated Events (Situational - event_driven)
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+
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+ 35 hand-verified events 1999–2024, including 32 FOMC impactful decisions and
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+ 3 NBER recession periods. Examples:
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+ - 2001-01-03 — Fed emergency cut (dot-com)
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+ - 2008-09-15 — Lehman Brothers bankruptcy
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+ - 2008-12-16 — Fed cuts to zero (ZIRP)
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+ - 2010-05-06 — Flash Crash
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+ - 2013-05-22 — Taper Tantrum
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+ - 2020-03-15 — Fed emergency rate cut + $700B QE (COVID)
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+ - 2022-03-16 — Fed first hike of cycle
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+ - 2023-03-10 — Silicon Valley Bank collapse
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+ - 2024-09-18 — Fed first cut of cycle
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+
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+ ## Data Sources
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+
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+ All data fetched from public APIs/sites:
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+ - **FRED** (Federal Reserve Bank of St. Louis) — all 49 indicator time series
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+ - **Federal Reserve** — FOMC meeting dates
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+ - **NBER** — Business Cycle Dating Committee recession dates
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+ - **Public news archives** — for shock-event dates and descriptions
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+
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+ ## License
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+
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+ CC-BY-4.0. Original FRED data is in the public domain.
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+
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+ ## Related
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+
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+ - **Original FinDeepForecast** (live benchmark): https://openfinarena.com/fin-deep-forecast/
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+ - **Code & dataset generation**: see the `competitions_historical/` directory in
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+ the [OpenFinArena GitHub repo](https://github.com/The-FinAI/OpenFinArena).
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+
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+ ## Citation
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+
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+ If you use this dataset, please cite the original FinDeepForecast paper:
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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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+ ```