@inproceedings{son-etal-2024-krx,
    title = "{KRX} Bench: Automating Financial Benchmark Creation via Large Language Models",
    author = "Son, Guijin  and
      Jeon, Hyunjun  and
      Hwang, Chami  and
      Jung, Hanearl",
    editor = "Chen, Chung-Chi  and
      Liu, Xiaomo  and
      Hahn, Udo  and
      Nourbakhsh, Armineh  and
      Ma, Zhiqiang  and
      Smiley, Charese  and
      Hoste, Veronique  and
      Das, Sanjiv Ranjan  and
      Li, Manling  and
      Ghassemi, Mohammad  and
      Huang, Hen-Hsen  and
      Takamura, Hiroya  and
      Chen, Hsin-Hsi",
    booktitle = "Proceedings of the Joint Workshop of the 7th Financial Technology and Natural Language Processing, the 5th Knowledge Discovery from Unstructured Data in Financial Services, and the 4th Workshop on Economics and Natural Language Processing",
    month = may,
    year = "2024",
    address = "Torino, Italia",
    publisher = "Association for Computational Linguistics",
    url = "https://aclanthology.org/2024.finnlp-1.2",
    pages = "10--20",
    abstract = "In this work, we introduce KRX-Bench, an automated pipeline for creating financial benchmarks via GPT-4. To demonstrate the effectiveness of the pipeline, we create KRX-Bench-POC, a benchmark assessing the knowledge of LLMs in real-world companies. This dataset comprises 1,002 questions, each focusing on companies across the U.S., Japanese, and Korean stock markets. We make our pipeline and dataset publicly available and integrate the evaluation code into EleutherAI{'}s Language Model Evaluation Harness.",
}

In this work, we introduce KRX-Bench, an automated pipeline for creating financial benchmarks via GPT-4. To demonstrate the effectiveness of the pipeline, we create KRX-Bench-POC, a benchmark assessing the knowledge of LLMs in real-world companies. This dataset comprises 1,002 questions, each focusing on companies across the U.S., Japanese, and Korean stock markets. We make our pipeline and dataset publicly available and integrate the evaluation code into EleutherAI{'}s Language Model Evaluation Harness.
Son, Guijin Jeon, Hyunjun Hwang, Chami Jung, Hanearl
KRX Bench: Automating Financial Benchmark Creation via Large Language Models