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README.md
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license: mit
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task_categories:
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- time-series-forecasting
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- text-classification
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language:
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- ko
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---
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#
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No technical indicators, no normalization/scaling applied.
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###
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- **Total Samples**: 13160
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###
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from datasets import load_dataset
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---
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language:
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- ko
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pretty_name: "KRX Investment Warning Prediction Dataset (OHLCV + Korean News)"
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tags:
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- finance
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- krx
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- korea
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- time-series
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- ohlcv
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- news
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- multimodal
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- anomaly-detection
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- binary-classification
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task_categories:
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- text-classification
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- time-series-forecasting
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task_ids:
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- binary-classification
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license: mit
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# KRX Investment Warning Prediction Dataset (OHLCV + Korean News)
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## Dataset Summary
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This dataset is a test dataset for predicting **Investment Warning (투자주의 / 주의 종목)** designations in the Korean stock market (KRX).
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It contains **raw daily OHLCV** price data and **Korean news text** (title + body), designed for **multimodal anomaly detection / binary classification**.
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**Important:** No technical indicators are included, and no normalization/scaling is applied.
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- **Date range:** 2025-07-01 ~ 2025-09-30
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- **Prediction horizon:** whether a stock will be designated as an investment warning **within the next 1 trading day**
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## Task
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Binary classification:
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- **Label 0:** Normal trading (no investment warning designation within the next 1 trading day)
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- **Label 1:** Investment warning designation (within the next 1 trading day)
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### Label Alignment
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For each `(ticker, date=t)`, set `label=1` if the stock is designated as an investment warning on `t+1` (the next trading day).
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## Data Sources
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| Source | Description |
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|------|-------------|
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| **Stock Prices** | Daily OHLCV data for KRX listed stocks |
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| **Investment Warning** | KRX investment warning designation history (labels) |
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| **News** | Korean news articles per stock (title + body) |
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## Dataset Format
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This dataset is structured to be used directly with Hugging Face `datasets`, and consists of **three columns**:
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- **`labels`**: Binary label (`0` or `1`)
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- **`time_series`**: Price time-series information (OHLCV)
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- **`texts`**: Korean news text mapped to the corresponding stock (title + body)
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> The exact internal structure of `time_series` and `texts` (e.g., list/dict formats, sequence length, date ordering) follows the dataset schema.
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> 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.
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### Example (Conceptual)
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- `labels`: `0` or `1`
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- `time_series`: `[{date, open, high, low, close, volume}, ...]` or `[[open, high, low, close, volume], ...]`
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- `texts`: `"title ... body ..."` or `["article1 ...", "article2 ..."]`
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## Feature Details
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### Price (OHLCV) — `time_series`
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- OHLCV is provided as **raw daily bars**.
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- **No technical indicators** (e.g., RSI, MACD) are included.
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- **No normalization/scaling** is applied.
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- **Currency unit:** KRW
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- **Volume:** number of shares (not value)
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### News — `texts`
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- News is mapped to tickers via an **exact ticker-code mapping**.
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- **Deduplication** has been applied.
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- Each news item includes **title + body** (stored as a single string or list depending on schema).
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## Recommended Metrics
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Because investment warning events are likely to be rare (class imbalance), the following metrics are recommended:
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- ROC-AUC, PR-AUC
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- F1 (positive class), precision/recall
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- Precision/recall at Top-k (useful for practical detection scenarios)
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- (Optional) probability calibration
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