Datasets:
File size: 1,382 Bytes
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"version": "0.0.7",
"description": "Combined FM + P + IFM actuarial training data",
"exams_covered": [
"FM (Financial Mathematics)",
"P (Probability)",
"IFM (Investment and Financial Markets)"
],
"dataset_stats": {
"total_examples": 18794,
"train_examples": 15037,
"validation_examples": 1877,
"test_examples": 1880
},
"breakdown": {
"v006_examples": {
"train": 15008,
"validation": 1874,
"test": 1875,
"total": 18757
},
"ifm_examples": {
"train": 29,
"validation": 3,
"test": 5,
"total": 37
}
},
"new_topics": {
"options_pricing": "Black-Scholes, binomial trees, put-call parity",
"greeks": "Delta, gamma, theta, vega, rho",
"portfolio_theory": "CAPM, APT, efficient frontier, Sharpe ratio",
"interest_rate_models": "Vasicek, CIR, Hull-White",
"derivatives": "Forwards, futures, swaps",
"risk_management": "VaR, CVaR, stress testing"
},
"output_files": {
"train": "train_v007.jsonl",
"validation": "validation_v007.jsonl",
"test": "test_v007.jsonl"
},
"improvements": [
"Added complete IFM exam coverage",
"37 high-quality IFM examples",
"Covers options pricing and Greeks",
"Includes portfolio theory and CAPM",
"Interest rate models (Vasicek, CIR)",
"Financial derivatives and risk management"
]
} |