| --- |
| 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 |
| |
