|
|
--- |
|
|
language: |
|
|
- ko |
|
|
pretty_name: "KRX Investment Warning Prediction Dataset (OHLCV + Korean News)" |
|
|
tags: |
|
|
- finance |
|
|
- krx |
|
|
- korea |
|
|
- time-series |
|
|
- ohlcv |
|
|
- news |
|
|
- multimodal |
|
|
- anomaly-detection |
|
|
- binary-classification |
|
|
task_categories: |
|
|
- text-classification |
|
|
- time-series-forecasting |
|
|
task_ids: |
|
|
- binary-classification |
|
|
license: mit |
|
|
--- |
|
|
|
|
|
# KRX Investment Warning Prediction Dataset (OHLCV + Korean News) |
|
|
|
|
|
## Dataset Summary |
|
|
|
|
|
This dataset is a test dataset for predicting **Investment Warning (투자주의종목)** designations in the Korean stock market (KRX). |
|
|
It contains **raw daily OHLCV** price data and **Korean news text** (title + body), designed for **multimodal anomaly detection / binary classification**. |
|
|
|
|
|
**Important:** No technical indicators are included, and no normalization/scaling is applied. |
|
|
|
|
|
- **Date range:** 2025-07-01 ~ 2025-09-30 |
|
|
- **Prediction horizon:** whether a stock will be designated as an investment warning **within the next 1 trading day** |
|
|
|
|
|
## Task |
|
|
|
|
|
Binary classification: |
|
|
|
|
|
- **Label 0:** Normal trading (no investment warning designation within the next 1 trading day) |
|
|
- **Label 1:** Investment warning designation (within the next 1 trading day) |
|
|
|
|
|
### Label Alignment |
|
|
|
|
|
For each `(ticker, date=t)`, set `label=1` if the stock is designated as an investment warning on `t+1` (the next trading day). |
|
|
|
|
|
## Data Sources |
|
|
|
|
|
| Source | Description | |
|
|
|------|-------------| |
|
|
| **Stock Prices** | Daily OHLCV data for KRX listed stocks | |
|
|
| **Investment Warning** | KRX investment warning designation history (labels) | |
|
|
| **News** | Korean news articles per stock (title + body) | |
|
|
|
|
|
## Dataset Format |
|
|
|
|
|
This dataset is structured to be used directly with Hugging Face `datasets`, and consists of **three columns**: |
|
|
|
|
|
- **`labels`**: Binary label (`0` or `1`) |
|
|
- **`time_series`**: Price time-series information (OHLCV) |
|
|
- **`texts`**: Korean news text mapped to the corresponding stock (title + body) |
|
|
|
|
|
> The exact internal structure of `time_series` and `texts` (e.g., list/dict formats, sequence length, date ordering) follows the dataset schema. |
|
|
> In general, `time_series` is provided as a fixed-length historical window, and `texts` contains news from the same date (or window period), either concatenated or stored as a list. |
|
|
|
|
|
### Example (Conceptual) |
|
|
|
|
|
- `labels`: `0` or `1` |
|
|
- `time_series`: `[[open, high, low, close, volume], ...]` |
|
|
- `texts`: `["article1 ...", "article2 ..."]` |
|
|
|
|
|
## Feature Details |
|
|
|
|
|
### Price (OHLCV) — `time_series` |
|
|
|
|
|
- OHLCV is provided as **raw daily bars**. |
|
|
- **No technical indicators** (e.g., RSI, MACD) are included. |
|
|
- **No normalization/scaling** is applied. |
|
|
- **Currency unit:** KRW |
|
|
- **Volume:** number of shares (not value) |
|
|
|
|
|
### News — `texts` |
|
|
|
|
|
- News is mapped to tickers via an **exact ticker-code mapping**. |
|
|
- **Deduplication** has been applied. |
|
|
- Each news item includes **title + body** (stored as a single string or list depending on schema). |
|
|
|
|
|
## Recommended Metrics |
|
|
|
|
|
Because investment warning events are likely to be rare (class imbalance), the following metrics are recommended: |
|
|
|
|
|
- ROC-AUC, PR-AUC |
|
|
- F1 (positive class), precision/recall |
|
|
- Precision/recall at Top-k (useful for practical detection scenarios) |
|
|
- (Optional) probability calibration |
|
|
|
