GGLabYale/MTBench_finance_QA_short

MTBench: A Multimodal Time Series Benchmark

MTBench (Huggingface, Github, Arxiv) is a suite of multimodal datasets for evaluating large language models (LLMs) in temporal and cross-modal reasoning tasks across finance and weather domains.

Each benchmark instance aligns high-resolution time series (e.g., stock prices, weather data) with textual context (e.g., news articles, QA prompts), enabling research into temporally grounded and multimodal understanding.

Finance News-Driven Question Answering (QA)

This dataset introduces a reasoning-intensive QA benchmark that evaluates an LLM’s ability to jointly interpret financial news text and corresponding stock time-series data. It is designed to go beyond traditional classification or forecasting tasks by requiring causal inference, correlation assessment, and evidence-based decision making.

The dataset includes two core QA tasks:

1. Correlation Prediction

Models are asked to determine how strongly a news article is correlated with future stock price movement. This reflects real-world complexity, where news does not always directly align with market outcomes.

• 3-class labels: Positive, Neutral, Negative correlation
• 5-class labels: Strong Positive, Moderate Positive, No Correlation, Moderate Negative, Strong Negative

Labels are generated by prompting GPT-4o with access to ground-truth price changes, ensuring consistency with observed trends.

This task challenges LLMs to assess both sentiment alignment and magnitude of influence, pushing beyond surface-level sentiment classification.

2. Multiple-Choice QA

Each sample presents a question with four answer choices grounded in both:

• Financial news content
• Historical and future stock price time-series

The correct answer is validated using causal logic, textual evidence, and observed market behavior. Distractors (incorrect options) are designed to reflect common reasoning failures—such as over-reliance on superficial trends or misinterpretation of sentiment.

This tests the model’s ability to:

• Understand nuanced financial text
• Integrate it with quantitative market behavior
• Identify misleading claims and infer causal relationships

Dataset Format

Each sample includes:

• input_window / output_window: Stock prices surrounding the publication event (5-min granularity)

• input_timestamps / output_timestamps: UNIX timestamps for time-series alignment

• text: Full article content with metadata (published_utc, article_url)

• news_price_correlation: Correlation label (e.g., "Strong Positive Correlation")

• MCQA: Multiple-choice question + 4 options and the correct answer

Example QA Prompt

Question:
Which of the following statements about RHI’s stock price and the given financial analysis is correct?

Options:
A. The market is bearish due to a price drop after the news.
B. Investors are losing confidence despite positive earnings forecasts.
C. The stock showed sustained upward momentum, indicating confidence. ✅
D. Price rise was purely speculative, undermining the Zacks Rank.

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This QA dataset offers a rich testing ground for multimodal financial reasoning, bridging textual analysis with numerical forecasting and market interpretation.

📦 Other MTBench Datasets

🔹 Finance Domain

• MTBench_finance_news
  20,000 articles with URL, timestamp, context, and labels

• MTBench_finance_stock
  Time series of 2,993 stocks (2013–2023)

• MTBench_finance_aligned_pairs_short
  2,000 news–series pairs

  • Input: 7 days @ 5-min
  • Output: 1 day @ 5-min

• MTBench_finance_aligned_pairs_long
  2,000 news–series pairs

  • Input: 30 days @ 1-hour
  • Output: 7 days @ 1-hour

• MTBench_finance_QA_short
  490 multiple-choice QA pairs

  • Input: 7 days @ 5-min
  • Output: 1 day @ 5-min

• MTBench_finance_QA_long
  490 multiple-choice QA pairs

  • Input: 30 days @ 1-hour
  • Output: 7 days @ 1-hour

🔹 Weather Domain

• MTBench_weather_news
  Regional weather event descriptions

• MTBench_weather_temperature
  Meteorological time series from 50 U.S. stations

• MTBench_weather_aligned_pairs_short
  Short-range aligned weather text–series pairs

• MTBench_weather_aligned_pairs_long
  Long-range aligned weather text–series pairs

• MTBench_weather_QA_short
  Short-horizon QA with aligned weather data

• MTBench_weather_QA_long
  Long-horizon QA for temporal and contextual reasoning

🧠 Supported Tasks

MTBench supports a wide range of multimodal and temporal reasoning tasks, including:

• 📈 News-aware time series forecasting
• 📊 Event-driven trend analysis
• ❓ Multimodal question answering (QA)
• 🔄 Text-to-series correlation analysis
• 🧩 Causal inference in financial and meteorological systems

📄 Citation

If you use MTBench in your work, please cite:

@article{chen2025mtbench,
  title={MTBench: A Multimodal Time Series Benchmark for Temporal Reasoning and Question Answering},
  author={Chen, Jialin and Feng, Aosong and Zhao, Ziyu and Garza, Juan and Nurbek, Gaukhar and Qin, Cheng and Maatouk, Ali and Tassiulas, Leandros and Gao, Yifeng and Ying, Rex},
  journal={arXiv preprint arXiv:2503.16858},
  year={2025}
}