MacroLens: A Multi-Task Benchmark for Contextual Financial Reasoning under Macroeconomic Scenarios
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...
| Authors | Patara Trirat, Jin Myung Kwak, Jay Heo et al. |
|---|---|
| Primary category | cs.LG |
| Published | 23 June 2026 |
| Last updated at source | 23 June 2026 |
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