Financial Forecasting

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Financial forecasting studies how to predict outcomes such as asset returns, volatility, exchange rates, and company revenues to support investment, planning, and risk decisions. Approaches range from statistical and machine-learning baselines to recurrent networks, Transformers, graph models, probabilistic forecasts, and language models that incorporate news, filings, and other events. Researchers evaluate forecasts with rolling, point-in-time tests, using measures of error, ranking, uncertainty calibration, and portfolio performance. A central challenge is that results can depend on market regime, data timing, and evaluation metric, and apparent gains over simple baselines do not always translate into reliable or profitable decisions.

Latest papers

89 papers20 papers in the last four weeks, up 11% on the four weeks before. 0.1% of all new papers.

MacroLens: A Multi-Task Benchmark for Contextual Financial Reasoning under Macroeconomic Scenarios
Jun 23, 2026Patara Trirat, Jin Myung Kwak, Jay Heo +2Financial Decision-Making Financial Forecasting
KAIST
RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting
Jun 23, 2026Cheng He, Zhenyu Guan, Xijie Liang +6Financial Forecasting Time Series Forecasting
University of Science and Technology of China, China · Shanghai Black Wing Asset Management Co., Ltd., China · College of Sciences, Shanghai University, China +2
Leakage-Aware Benchmarking of LLM Forecasting: Real-Time Nowcasts as the Decision-Time Input for Macro Factor Ranking
Jun 21, 2026Mao Guan, Qian ChenLearning to Rank Look-Ahead Bias in Language Models
Independent Researcher.
The Stanford EDGAR Filings Dataset: Reconstructing U.S. Corporate and Financial Disclosures into Layout-Faithful and Token-Efficient Pretraining Data
Jun 16, 2026Nick Bettencourt, Xiaowei Ding, Kay GieseckeDocument Understanding Financial Language Model Evaluation
Department of Applied Statistics and Data Science University of California, Los Angeles · School of Information Management Nanjing University · Advanced Financial Technologies Lab Stanford University
Can News Predict the Market? Limits of Zero-Shot Financial NLP and the Role of Explainable AI
Jun 10, 2026Ali M Karaoglu, Shreyank N GowdaFinancial Forecasting Zero-Shot Text Classification
School of Computer Science, University of Nottingham, Nottingham, United Kingdom
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance
Jun 2, 2026Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni +3Financial Forecasting Time Series Forecasting
National University of Singapore Singapore · National University of Singapore Asian Institute of Digital Finance Singapore · Nanyang Technological University Singapore
From Long News to Accurate Forecast: Importance-Aware Fusion and PRM-Guided Reflection for Time Series Forecasting
Jun 2, 2026Mingyang Liu, Qingcan Kang, Yuke Wang +6Process Reward Models Financial Forecasting
Department of Computer Science, City University of Hong Kong · Work done as an intern in Huawei Noah’s Ark Lab. · Huawei Noah’s Ark Lab
Point-in-Time Financial RAG with Frozen LLMs and Market-Feedback Adaptive Retrieval
May 29, 2026Zijie Zhao, Roy E. WelschRetrieval-Augmented Generation Quantitative Finance
Massachusetts Institute of Technology · Cambridge, MA, USA
GS-FUSE: Granger-Supervised Gated Fusion and Multi-Granularity Alignment for Event-Driven Financial Forecasting
May 27, 2026Yang Zhang, En Chun, Ziyun Mao +2Financial Forecasting Time Series Forecasting
Southwestern University of Finance and Economics Chengdu, China
LEAF: A Living Benchmark for Event-Augmented Forecasting
May 9, 2026Mingtian Tan, Mihir Parmar, Palash Goyal +5Financial Forecasting Time Series Forecasting
Google · University of Virginia
Multivariate Financial Forecasting using the Chronos Time Series Foundation Models
May 8, 2026Sanjiv R Das, Tarang Goyal, Mohini YadavMultivariate Time Series Forecasting Quantitative Finance
Santa Clara University
Human-AI Co-Mentorship in Project-Based Learning: A Case Study in Financial Forecasting
May 6, 2026Freyaa Chawla, Ahan Chawla, Rishi Singh +2Educational Technology AI in Education
Archbishop Mitty High School, San Jose, CA · University of Notre Dame, Notre Dame, IN · Indian Institute of Management Bodh Gaya, Bodh Gaya, India
Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
May 5, 2026Eshwar Sai Kandimalla, Sravan Chowdary Kankanala, Sumana Bhimineni +2Finance Financial Forecasting
Department of Computer Science & Engineering, SRM University AP, India
Hindsight Preference Optimization for Financial Time Series Advisory
Apr 27, 2026Yanwei Cui, Guanghui Wang, Xing Zhang +7LLM Alignment Financial Forecasting
1AWS Generative AI Innovation Center · 2HSBC Holdings Plc. HSBC Technology Center China
Do VLMs Truly "Read" Candlesticks? A Multi-Scale Benchmark for Visual Stock Price Forecasting
Apr 14, 2026Kaiqi Hu, Linda Xiao, Shiyue Xu +2Stock Price Forecasting Financial Forecasting
University of Leeds, Leeds, UK · Sun Yat-sen University, Zhuhai, China · Sun Yat-sen University, GuangZhou, China +1
Relational Probing: LM-to-Graph Adaptation for Financial Prediction
Apr 11, 2026Yingjie Niu, Changhong Jin, Rian Dolphin +1LLMs for Graph Learning Financial Forecasting
University College Dublin, Belfield, Dublin, Ireland · Massive, Dublin, Ireland
Network Structure in UK Payment Flows: Evidence on Economic Interdependencies and Implications for Real-Time Measurement
Apr 2, 2026Aditya HumnabadkarFinancial Forecasting Time Series Forecasting
Office for National Statistics, UK
Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks
Mar 29, 2026Xiang Ao, Jingxuan Zhang, Xinyu ZhaoFinancial Forecasting
School of Software Engineering, Beijing Jiaotong University, Beijing, China · School of Economics and Management, Beijing Jiaotong University, Beijing, China
ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics
Mar 18, 2026Rahul D RayQuantitative Finance Financial Forecasting
Department of Electronics and Electrical Engineering, BITS Pilani, Hyderabad Campus
DatedGPT: Preventing Lookahead Bias in Large Language Models with Time-Aware Pretraining
Mar 12, 2026Yutong Yan, Raphael Tang, Zhenyu Gao +2Look-Ahead Bias in Language Models Language Model Pretraining
Department of Finance, CUHK Business School, The Chinese University of Hong Kong · Centre for Artificial Intelligence, University College London
Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
Mar 12, 2026Dehao Dai, Ding Ma, Dou Liu +2Financial Forecasting Financial Sentiment Analysis
University of California San Diego, La Jolla, California, United States · Georgia Institute of Technology, Atlanta, Georgia, United States · New York University, New York, New York, United States +2
A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting
Mar 11, 2026Jing Liu, Maria Grith, Xiaowen Dong +1Financial Forecasting Quantitative Finance
Department of Statistics, University of Oxford, UK · Finance Department, Neoma Business School, France · Department of Engineering Science, University of Oxford, UK +2
Not All News Is Equal: Topic- and Event-Conditional Sentiment from Finetuned LLMs for Aluminum Price Forecasting
Mar 10, 2026Alvaro Paredes Amorin, Andre Python, Christoph WeisserFinancial Forecasting Time Series Forecasting
International Business School, Zhejiang University · Center for Data Science, Zhejiang University · Centre for Human Genetics, Nuffield Department of Medicine, Oxford University +2
Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion
Mar 8, 2026Pei-Jun Liao, Hung-Shin Lee, Yao-Fei Cheng +3Stock Price Forecasting Financial Forecasting
Graduate Institute of Electrical Engineering, National Taiwan University, Taipei, Taiwan · Institute of Information Science, Academia Sinica, Taipei, Taiwan · National Tsing Hua University, Hsinchu, Taiwan +2
Stock Market Prediction Using Node Transformer Architecture Integrated with BERT Sentiment Analysis
Mar 6, 2026Mohammad Al Ridhawi, Mahtab Haj Ali, Hussein Al OsmanStock Price Forecasting Financial Forecasting
School of Electrical Engineering and Computer Science, University of Ottawa, Ottawa, Canada
FinAnchor: Aligned Multi-Model Representations for Financial Prediction
Feb 24, 2026Zirui He, Huopu Zhang, Yanguang Liu +2Financial Forecasting Language Model Ensembles
New Jersey Institute of Technology · Georgia Institute of Technology · Chinese University of Hong Kong, Shenzhen
Predicting Invoice Dilution in Supply Chain Finance with Leakage Free Two Stage XGBoost, KAN (Kolmogorov Arnold Networks), and Ensemble Models
Feb 16, 2026Pavel Koptev, Vishnu Kumar, Konstantin Malkov +2Financial Services Financial Forecasting
AI1 Technologies · The Interface Financial Group
Generative AI for Analysts
Dec 12, 2025Jian Xue, Qian Zhang, Wu ZhuFinancial Services Financial Forecasting
School of Economics and Management, Tsinghua University · School of Management, Xiamen University
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
Aug 1, 2021Eghbal Rahimikia, Stefan Zohren, Ser-Huang PoonFinancial Forecasting Time Series Forecasting
Alliance Manchester Business School at the University of Manchester · Department of Engineering Science, University of Oxford · Alliance Manchester Business School, University of Manchester

Jun 23, 2026J/K move · Enter open · S save

MacroLens: A Multi-Task Benchmark for Contextual Financial Reasoning under Macroeconomic Scenarios

Patara Trirat, Jin Myung Kwak, Jay Heo, Heejun Lee+1

KAIST

Financial Decision-Making Financial Forecasting Time Series Forecasting Forecasting Benchmarks LLM-Based Time Series Forecasting Quantitative Finance+3

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Financial decision-making is contextual: forecasting prices, valuing companies, and assessing event exposure weigh price history, accounting fundamentals, macroeconomic regime, and contemporaneous text. A benchmark over these four signals is hard to build because finance violates four assumptions of time-series evaluation: text must be gated by its publication date to prevent look-ahead, quarterly fundamentals are reported with a one- to ninety-day lag, filing text is partly redundant with the numerical statement fields it accompanies, and macroeconomic regimes leak across calendar splits. No public benchmark addresses all four signals jointly. MacroLens covers 4,416 U.S. small- and micro-cap equities over 2021-2026. Seven tasks share one point-in-time panel of prices, 46.8M XBRL accounting facts, 53 macroeconomic series, 295,860 SEC filings, and 215,882 news articles, plus a scenario layer of 1,130 macroeconomic events across 49 types automatically detected and rendered as natural language. Tasks span contextual forecasting, public and private valuation, statement generation from fundamentals and descriptions, scenario-conditioned returns, and real-estate valuation. We evaluate 19 methods across six families spanning naive heuristics through time-series foundation models, fine-tuned LLM-based time-series models, and zero-shot large language models (LLMs), plus a five-step feature-context ablation on two frontier LLMs and a gradient-boosted baseline. MacroLens is released at https://huggingface.co/datasets/DeepAuto-AI/MacroLens.