5 datasets found
  1. P

    Forex News Annotated Dataset for Sentiment Analysis Dataset

    • paperswithcode.com
    • data.niaid.nih.gov
    • +1more
    Updated Aug 12, 2023
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    Georgios Fatouros; John Soldatos; Kalliopi Kouroumali; Georgios Makridis; Dimosthenis Kyriazis (2023). Forex News Annotated Dataset for Sentiment Analysis Dataset [Dataset]. https://paperswithcode.com/dataset/forex-news-annotated-dataset-for-sentiment
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    Dataset updated
    Aug 12, 2023
    Authors
    Georgios Fatouros; John Soldatos; Kalliopi Kouroumali; Georgios Makridis; Dimosthenis Kyriazis
    Description

    This dataset contains news headlines relevant to key forex pairs: AUDUSD, EURCHF, EURUSD, GBPUSD, and USDJPY. The data was extracted from reputable platforms Forex Live and FXstreet over a period of 86 days, from January to May 2023. The dataset comprises 2,291 unique news headlines. Each headline includes an associated forex pair, timestamp, source, author, URL, and the corresponding article text. Data was collected using web scraping techniques executed via a custom service on a virtual machine. This service periodically retrieves the latest news for a specified forex pair (ticker) from each platform, parsing all available information. The collected data is then processed to extract details such as the article's timestamp, author, and URL. The URL is further used to retrieve the full text of each article. This data acquisition process repeats approximately every 15 minutes.

    To ensure the reliability of the dataset, we manually annotated each headline for sentiment. Instead of solely focusing on the textual content, we ascertained sentiment based on the potential short-term impact of the headline on its corresponding forex pair. This method recognizes the currency market's acute sensitivity to economic news, which significantly influences many trading strategies. As such, this dataset could serve as an invaluable resource for fine-tuning sentiment analysis models in the financial realm.

    We used three categories for annotation: 'positive', 'negative', and 'neutral', which correspond to bullish, bearish, and hold sentiments, respectively, for the forex pair linked to each headline. The following Table provides examples of annotated headlines along with brief explanations of the assigned sentiment.

    Examples of Annotated Headlines Forex Pair Headline Sentiment Explanation GBPUSD Diminishing bets for a move to 12400 Neutral Lack of strong sentiment in either direction GBPUSD No reasons to dislike Cable in the very near term as long as the Dollar momentum remains soft Positive Positive sentiment towards GBPUSD (Cable) in the near term GBPUSD When are the UK jobs and how could they affect GBPUSD Neutral Poses a question and does not express a clear sentiment JPYUSD Appropriate to continue monetary easing to achieve 2% inflation target with wage growth Positive Monetary easing from Bank of Japan (BoJ) could lead to a weaker JPY in the short term due to increased money supply USDJPY Dollar rebounds despite US data. Yen gains amid lower yields Neutral Since both the USD and JPY are gaining, the effects on the USDJPY forex pair might offset each other USDJPY USDJPY to reach 124 by Q4 as the likelihood of a BoJ policy shift should accelerate Yen gains Negative USDJPY is expected to reach a lower value, with the USD losing value against the JPY AUDUSD RBA Governor Lowe’s Testimony High inflation is damaging and corrosive

    Positive Reserve Bank of Australia (RBA) expresses concerns about inflation. Typically, central banks combat high inflation with higher interest rates, which could strengthen AUD. Moreover, the dataset includes two columns with the predicted sentiment class and score as predicted by the FinBERT model. Specifically, the FinBERT model outputs a set of probabilities for each sentiment class (positive, negative, and neutral), representing the model's confidence in associating the input headline with each sentiment category. These probabilities are used to determine the predicted class and a sentiment score for each headline. The sentiment score is computed by subtracting the negative class probability from the positive one.

  2. T

    United States Dollar Data

    • tradingeconomics.com
    • pl.tradingeconomics.com
    • +13more
    csv, excel, json, xml
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    TRADING ECONOMICS (2025). United States Dollar Data [Dataset]. https://tradingeconomics.com/united-states/currency
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    json, xml, excel, csvAvailable download formats
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 4, 1971 - Jul 15, 2025
    Area covered
    United States
    Description

    The DXY exchange rate fell to 97.9885 on July 15, 2025, down 0.09% from the previous session. Over the past month, the United States Dollar has weakened 0.01%, and is down by 5.98% over the last 12 months. United States Dollar - values, historical data, forecasts and news - updated on July of 2025.

  3. T

    Euro US Dollar Exchange Rate - EUR/USD Data

    • tradingeconomics.com
    • it.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jun 15, 2025
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    TRADING ECONOMICS, Euro US Dollar Exchange Rate - EUR/USD Data [Dataset]. https://tradingeconomics.com/euro-area/currency
    Explore at:
    excel, csv, xml, jsonAvailable download formats
    Dataset updated
    Jun 15, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Dec 31, 1957 - Jul 15, 2025
    Area covered
    Euro Area
    Description

    The EUR/USD exchange rate fell to 1.1599 on July 15, 2025, down 0.56% from the previous session. Over the past month, the Euro US Dollar Exchange Rate - EUR/USD has strengthened 0.33%, and is up by 6.40% over the last 12 months. Euro US Dollar Exchange Rate - EUR/USD - values, historical data, forecasts and news - updated on July of 2025.

  4. T

    Japanese Yen Data

    • tradingeconomics.com
    • es.tradingeconomics.com
    • +13more
    csv, excel, json, xml
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    TRADING ECONOMICS, Japanese Yen Data [Dataset]. https://tradingeconomics.com/japan/currency
    Explore at:
    xml, csv, json, excelAvailable download formats
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 4, 1971 - Jul 15, 2025
    Area covered
    Japan
    Description

    The USD/JPY exchange rate fell to 147.7240 on July 15, 2025, down 0.04% from the previous session. Over the past month, the Japanese Yen has weakened 2.04%, but it's up by 6.72% over the last 12 months. Japanese Yen - values, historical data, forecasts and news - updated on July of 2025.

  5. T

    New Zealand Dollar Data

    • tradingeconomics.com
    • id.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated May 24, 2012
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    TRADING ECONOMICS (2025). New Zealand Dollar Data [Dataset]. https://tradingeconomics.com/new-zealand/currency
    Explore at:
    json, xml, csv, excelAvailable download formats
    Dataset updated
    May 24, 2012
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 4, 1971 - Jul 15, 2025
    Area covered
    New Zealand
    Description

    The NZD/USD exchange rate rose to 0.5984 on July 15, 2025, up 0.22% from the previous session. Over the past month, the New Zealand Dollar has weakened 1.42%, and is down by 1.43% over the last 12 months. New Zealand Dollar - values, historical data, forecasts and news - updated on July of 2025.

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Georgios Fatouros; John Soldatos; Kalliopi Kouroumali; Georgios Makridis; Dimosthenis Kyriazis (2023). Forex News Annotated Dataset for Sentiment Analysis Dataset [Dataset]. https://paperswithcode.com/dataset/forex-news-annotated-dataset-for-sentiment

Forex News Annotated Dataset for Sentiment Analysis Dataset

Explore at:
Dataset updated
Aug 12, 2023
Authors
Georgios Fatouros; John Soldatos; Kalliopi Kouroumali; Georgios Makridis; Dimosthenis Kyriazis
Description

This dataset contains news headlines relevant to key forex pairs: AUDUSD, EURCHF, EURUSD, GBPUSD, and USDJPY. The data was extracted from reputable platforms Forex Live and FXstreet over a period of 86 days, from January to May 2023. The dataset comprises 2,291 unique news headlines. Each headline includes an associated forex pair, timestamp, source, author, URL, and the corresponding article text. Data was collected using web scraping techniques executed via a custom service on a virtual machine. This service periodically retrieves the latest news for a specified forex pair (ticker) from each platform, parsing all available information. The collected data is then processed to extract details such as the article's timestamp, author, and URL. The URL is further used to retrieve the full text of each article. This data acquisition process repeats approximately every 15 minutes.

To ensure the reliability of the dataset, we manually annotated each headline for sentiment. Instead of solely focusing on the textual content, we ascertained sentiment based on the potential short-term impact of the headline on its corresponding forex pair. This method recognizes the currency market's acute sensitivity to economic news, which significantly influences many trading strategies. As such, this dataset could serve as an invaluable resource for fine-tuning sentiment analysis models in the financial realm.

We used three categories for annotation: 'positive', 'negative', and 'neutral', which correspond to bullish, bearish, and hold sentiments, respectively, for the forex pair linked to each headline. The following Table provides examples of annotated headlines along with brief explanations of the assigned sentiment.

Examples of Annotated Headlines Forex Pair Headline Sentiment Explanation GBPUSD Diminishing bets for a move to 12400 Neutral Lack of strong sentiment in either direction GBPUSD No reasons to dislike Cable in the very near term as long as the Dollar momentum remains soft Positive Positive sentiment towards GBPUSD (Cable) in the near term GBPUSD When are the UK jobs and how could they affect GBPUSD Neutral Poses a question and does not express a clear sentiment JPYUSD Appropriate to continue monetary easing to achieve 2% inflation target with wage growth Positive Monetary easing from Bank of Japan (BoJ) could lead to a weaker JPY in the short term due to increased money supply USDJPY Dollar rebounds despite US data. Yen gains amid lower yields Neutral Since both the USD and JPY are gaining, the effects on the USDJPY forex pair might offset each other USDJPY USDJPY to reach 124 by Q4 as the likelihood of a BoJ policy shift should accelerate Yen gains Negative USDJPY is expected to reach a lower value, with the USD losing value against the JPY AUDUSD RBA Governor Lowe’s Testimony High inflation is damaging and corrosive

Positive Reserve Bank of Australia (RBA) expresses concerns about inflation. Typically, central banks combat high inflation with higher interest rates, which could strengthen AUD. Moreover, the dataset includes two columns with the predicted sentiment class and score as predicted by the FinBERT model. Specifically, the FinBERT model outputs a set of probabilities for each sentiment class (positive, negative, and neutral), representing the model's confidence in associating the input headline with each sentiment category. These probabilities are used to determine the predicted class and a sentiment score for each headline. The sentiment score is computed by subtracting the negative class probability from the positive one.

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