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--- |
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language: |
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- en |
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license: other |
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task_categories: |
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- tabular-regression |
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features: |
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- name: symbol |
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dtype: string |
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- name: datetime |
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dtype: string |
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- name: probability_light |
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dtype: float64 |
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- name: probability_convolution |
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dtype: float64 |
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- name: probability_rocket |
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dtype: float64 |
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- name: probability_encoder |
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dtype: float64 |
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- name: probability_fundamental |
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dtype: float64 |
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- name: probability |
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dtype: float64 |
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- name: sans_market |
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dtype: float64 |
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- name: volatility |
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dtype: float64 |
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- name: multiplier |
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dtype: float64 |
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- name: version |
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dtype: int64 |
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extra_gated_prompt: "To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe." |
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--- |
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# Dataset Information |
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Monthly bankruptcy probability estimates for US-listed equities. Scores are sourced from SOV.AI's ensemble models and refreshed each month. |
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## Instruments Included |
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- 4,700+ US Stocks |
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## Dataset Columns |
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- `symbol`: Stock ticker symbol for each company. |
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- `datetime`: Month-end date of the bankruptcy prediction snapshot (YYYY-MM-DD). |
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- `probability_light`: Bankruptcy probability predicted by the LightGBM model. |
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- `probability_convolution`: Bankruptcy probability predicted by the convolutional model. |
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- `probability_rocket`: Bankruptcy probability predicted by the ROCKET time-series model. |
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- `probability_encoder`: Bankruptcy probability predicted by the encoder-only transformer model. |
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- `probability_fundamental`: Bankruptcy probability predicted by the fundamentals-driven model. |
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- `probability`: Ensemble bankruptcy probability averaged across contributing models. |
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- `sans_market`: Market-neutral bankruptcy probability adjustment supplied by SOV.AI. |
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- `volatility`: Monthly equity volatility metric produced by SOV.AI. |
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- `multiplier`: Scaling coefficient associated with the probability ensemble. |
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- `version`: Upstream SOV.AI model bundle version number. |
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## Data Splits |
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The data is provided as a single `train` split. |
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## Dataset Maintenance |
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The dataset is updated monthly by [Papers With Backtest](https://paperswithbacktest.com). |
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