metadata_v007.json

{
  "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"
  ]
}