| { | |
| "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" | |
| ] | |
| } |