--- dataset_info: features: - name: Dates dtype: string - name: URL dtype: string - name: News dtype: string - name: Price Direction Up dtype: int64 - name: Price Direction Constant dtype: int64 - name: Price Direction Down dtype: int64 - name: Asset Comparision dtype: int64 - name: Past Information dtype: int64 - name: Future Information dtype: int64 - name: Price Sentiment dtype: string splits: - name: train num_bytes: 2435492 num_examples: 10570 download_size: 914051 dataset_size: 2435492 configs: - config_name: default data_files: - split: train path: data/train-* license: cc-by-nc-nd-4.0 task_categories: - text-classification language: - en tags: - finance - news - NLP - Multiclass Classification size_categories: - 10K This is a news dataset for the commodity market which has been manually annotated 10,000+ news headlines across multiple dimensions into various classes. The dataset has been sampled from a period of 20+ years (2000-2021). The dataset was curated by Ankur Sinha and Tanmay Khandait and is detailed in their paper "Impact of News on the Commodity Market: Dataset and Results." It is currently published by the authors on Kaggle, under the Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) license. Sinha, Ankur, and Tanmay Khandait. "Impact of News on the Commodity Market: Dataset and Results." In Future of Information and Communication Conference, pp. 589-601. Springer, Cham, 2021. ## Dataset Description - **Homepage:** [Kaggle](https://www.kaggle.com/ankurzing/sentiment-analysis-for-financial-news) [ResearchGate](https://www.researchgate.net/publication/350914989_Impact_of_News_on_the_Commodity_Market_Dataset_and_Results) - **Repository:** - **Paper:** [Arxiv](https://arxiv.org/abs/2009.04202) ## Uses Sentiment Classification ## Dataset Structure ### Data Instances ``` { 'Dates': '28-01-2016', 'URL': 'http://www.marketwatch.com/story/april-gold-down-20-cents-to-settle-at-111610oz-2016-01-28', 'News': 'april gold down 20 cents to settle at $1,116.10/oz', 'Price Direction Up': 0, 'Price Direction Constant': 0, 'Price Direction Down': 1, 'Asset Comparision': 0, 'Past Information': 1, 'Future Information': 0, 'Price Sentiment': 'negative' } ``` ### Data Fields - Dates: Date of news headline - URL: URL of news headline - News: News headline - Price Direction Up: Does the news headline imply price direction up? - Price Direction Constant: Does the news headline imply price direction sideways (no change)? - Price Direction Down: Does the news headline imply price direction down? - Asset Comparision: Are assets being compared? - Past Information: Is the news headline talking about past? - Future Information: Is the news headline talking about future? - Price Sentiment: Price sentiment of Gold commodity based on headline ### Data Splits There's no train/validation/test split. ## Dataset Creation ### Curation Rationale "Commodity prices are known to be quite volatile. Machine learning models that understand the commodity news well, will be able to provide an additional input to the short-term and long-term price forecasting models. The dataset will also be useful in creating news-based indicators for commodities. Apart from researchers and practitioners working in the area of news analytics for commodities, the dataset will also be useful for researchers looking to evaluate their models on classification problems in the context of text-analytics. Some of the classes in the dataset are highly imbalanced and may pose challenges to the machine learning algorithms." ### Source Data The source data is news text and headlines. #### Data Collection and Processing "The dataset has been collected from various news sources and annotated by three human annotators who were subject experts. Each news headline was evaluated on various dimensions, for instance - if a headline is a price related news then what is the direction of price movements it is talking about; whether the news headline is talking about the past or future; whether the news item is talking about asset comparison; etc." ## Citation ``` [@misc{sinha2020impactnewscommoditymarket, title={Impact of News on the Commodity Market: Dataset and Results}, author={Ankur Sinha and Tanmay Khandait}, year={2020}, eprint={2009.04202}, archivePrefix={arXiv}, primaryClass={cs.CL}, url={https://arxiv.org/abs/2009.04202}, }] ``` ## Dataset Card Authors Saguaro Capital Management, LLC ## Dataset Card Contact [https://www.saguarocm.com/](https://www.saguarocm.com/)