Dataset: Annotated soybean market news articles.

This dataset involves a collection of soybean market news through web scraping from a Brazilian website. The news articles gathered span from January 2015 to June 2023 and have undergone a labeling process to categorize them as relevant or non-relevant. The news labeling process was conducted under the guidance of an agricultural economics expert, who collaborated with a group of nine individuals. Ten parameters were considered to assist participants in the labeling process. The dataset comprises approximately 11,000 news articles and serves as a valuable resource for researchers interested in exploring trends in the soybean market. Importantly, this dataset can be utilized for tasks such as classification and natural language processing. It provides insights into labeled soybean market news and supports open science initiatives, facilitating further analysis within the research community.

On the enrichment of time series with textual data for forecasting agricultural commodity prices.

Forecasting models in the financial market generally use quantitative time-series data. However, external factors can influence data in time-series, such as weather events, economic crises, and the foreign exchange market. This information is not explicit in the time-series and can influence the prediction of the variable values. Textual data can be a source of knowledge about external factors and is potentially helpful for time-series forecasting models. Some studies have presented text mining techniques to combine textual and time-series data. However, the existing representations have limitations, such as the curse of dimensionality and sparse data. This work investigates the finite use of domain-specific terms to investigate these problems by representing textual data with low dimensional space. We consider thirty-three keywords that are potentially important in the domain to enrich time-series using text mining techniques. Four regression models were applied to the representation proposed to predict the future daily price of corn and soybeans. The experimental setup considers a real market scenario, in which the daily sliding window strategy and step-forward forecast were used. The representation proposed has better accuracy in some forecasting scenarios. The results indicate that text data are a promising alternative for enriching time-series representations and reducing uncertainty forecasting models.•We show an approach to enriching time-series using domain-specific terms;•Representation proposed combines quantitative data with qualitative market factors;•Regression Models to learn a forecasting function from enriched time-series.