{"kind":"task","effective_mode":"full","benchmark":{"kind":"benchmark","effective_mode":"full","slug":"mmlu-pro","formal_name":"MMLU-Pro","introduction":"MMLU-Pro rebuilds MMLU with ten answer options instead of four and removes items that no longer separate models. Questions span fourteen academic and professional subjects.","introduction_ja":"","introduction_en":"","category":"Category not supplied","task_count":null,"acquisition_status":"Acquisition status not supplied","official_url":"https://huggingface.co/datasets/TIGER-Lab/MMLU-Pro","indexing_mode":"index","profile":{"resources":[],"task_format":"","scoring":"","metric":"","size":"","answer_access":"","license":"","citation":"","maintainer":"","released":"","why_hard":"","related":[],"history":"","construction":"","limitations":"","saturation":"","scores":[]}},"task_id":"5dc8aa4c-e4ff-54b1-a003-661fba06d045","task_key":"default--test--6908","task_revision_id":"1","upstream_id":"6908","short_description":"Which of the following features of financial asset return time-series could be…","config":"default","split":"test","body":"{\"category\":\"economics\",\"options\":\"['(ii) and (iv) only', '(iii) and (iv) only', '(i) and (iii) only', '(i), (ii), and (iv) only', '(ii) and (iii) only', '(i) and (iv) only', '(i), (ii), and (iii) only', '(i), (ii), (iii), and (iv)', '(ii), (iii), and (iv) only', '(i), (iii), and (iv) only']\",\"question\":\"Which of the following features of financial asset return time-series could be captured using a standard GARCH(1,1) model?\\n\\ni) Fat tails in the return distribution\\n\\n\\nii) Leverage effects\\n\\n\\niii) Volatility clustering\\n\\n\\niv) Volatility affecting returns\",\"src\":\"ori_mmlu-econometrics\"}","display_format":"text","language":"","answer_status":"published","assets":[],"source_url":"https://huggingface.co/datasets/TIGER-Lab/MMLU-Pro","history":"initial import","indexing_mode":"index","subproblems":[],"grids":[]}