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FinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis

Published: June 5, 2025 | arXiv ID: 2506.05019v2

By: Wenyan Xu , Dawei Xiang , Yue Liu and more

Potential Business Impact:

Helps predict stock prices using news and charts.

Business Areas:
Text Analytics Data and Analytics, Software

Pure time series forecasting tasks typically focus exclusively on numerical features; however, real-world financial decision-making demands the comparison and analysis of heterogeneous sources of information. Recent advances in deep learning and large scale language models (LLMs) have made significant strides in capturing sentiment and other qualitative signals, thereby enhancing the accuracy of financial time series predictions. Despite these advances, most existing datasets consist solely of price series and news text, are confined to a single market, and remain limited in scale. In this paper, we introduce FinMultiTime, the first large scale, multimodal financial time series dataset. FinMultiTime temporally aligns four distinct modalities financial news, structured financial tables, K-line technical charts, and stock price time series across both the S&P 500 and HS 300 universes. Covering 5,105 stocks from 2009 to 2025 in the United States and China, the dataset totals 112.6 GB and provides minute-level, daily, and quarterly resolutions, thus capturing short, medium, and long term market signals with high fidelity. Our experiments demonstrate that (1) scale and data quality markedly boost prediction accuracy; (2) multimodal fusion yields moderate gains in Transformer models; and (3) a fully reproducible pipeline enables seamless dataset updates.

Country of Origin
πŸ‡¨πŸ‡³ πŸ‡ΈπŸ‡¬ πŸ‡ΊπŸ‡Έ πŸ‡¦πŸ‡Ί Australia, China, United States, Singapore

Repos / Data Links

Page Count
10 pages

Category
Computer Science:
Computational Engineering, Finance, and Science