# FinTexTS: Financial Text-Paired Time-Series Dataset via Semantic-Based and Multi-Level Pairing

arXiv: https://arxiv.org/abs/2603.02702 · HTML: https://mlsanity.com/paper/2603.02702/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 21 of its 34 references that are in the map.
- First posted on arXiv 3 Mar 2026.

## Builds on (most cited first, 21 of 21)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Learning Transferable Visual Models From Natural Language Supervision](https://mlsanity.com/paper/2103.00020/) (2021)
- [Sentence-BERT: Sentence Embeddings using Siamese BERT-Networks](https://mlsanity.com/paper/1908.10084/) (2019)
- [Visual Instruction Tuning](https://mlsanity.com/paper/2304.08485/) (2023)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://mlsanity.com/paper/2205.08897/) (2022)
- [FinBen: A Holistic Financial Benchmark for Large Language Models](https://mlsanity.com/paper/2402.12659/) (2024)
- [Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models](https://mlsanity.com/paper/2304.07619/) (2023)
- [Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis](https://mlsanity.com/paper/2406.08627/) (2024)
- [MASTER: Market-Guided Stock Transformer for Stock Price Forecasting](https://mlsanity.com/paper/2312.15235/) (2023)
- [Financial Statement Analysis with Large Language Models](https://mlsanity.com/paper/2407.17866/) (2024)
- [DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting](https://mlsanity.com/paper/2306.09862/) (2023)
- [Can GPT models be Financial Analysts? An Evaluation of ChatGPT and GPT-4 on mock CFA Exams](https://mlsanity.com/paper/2310.08678/) (2023)
- [A Neural Stochastic Volatility Model](https://mlsanity.com/paper/1712.00504/) (2017)
- [FinCast: A Foundation Model for Financial Time-Series Forecasting](https://mlsanity.com/paper/2508.19609/) (2025)
- [Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model](https://mlsanity.com/paper/1901.11493/) (2019)

## Built on by (most cited first, 5 of 5)

- [When Summaries Distort Decisions: Information Fidelity in LLM-Compressed Financial Analysis](https://mlsanity.com/paper/2606.29251/) (2026)
- [Financial Numerical Prediction and Allocation as Token Generation](https://mlsanity.com/paper/2608.09880/) (2026)
- [When Does Text Inform? Benchmarking Information-Theoretic Metrics for Multimodal Time-Series Forecasting](https://mlsanity.com/paper/2609.11282/) (2026)
- [XForecast: The KDD 2026 Finance Day Challenge on News-Grounded Financial Forecasting](https://mlsanity.com/paper/2610.16131/) (2026)
- [GIFT-Eval-CTX: A Benchmark For Contextual Forecasting Model Evaluation](https://mlsanity.com/paper/2610.17794/) (2026)

## Abstract (arXiv)

The financial domain involves a variety of important time-series problems. Recently, time-series analysis methods that jointly leverage textual and numerical information have gained increasing attention. Accordingly, numerous efforts have been made to construct text-paired time-series datasets in the financial domain. However, financial markets are characterized by complex interdependencies, in which a company's stock price is influenced not only by company-specific events but also by events in other companies and broader macroeconomic factors. Existing approaches that pair text with financial time-series data based on simple keyword matching often fail to capture such complex relationships. To address this limitation, we propose a semantic-based and multi-level pairing framework. Specifically, we extract company-specific context for the target company from SEC filings and apply an embedding-based matching mechanism to retrieve semantically relevant news articles based on this context. Furthermore, we classify news articles into four levels (macro-level, sector-level, related company-level, and target company-level) using large language models (LLMs), enabling multi-level pairing of news articles with the target company. Applying this framework to publicly-available news datasets, we construct FinTexTS, a new large-scale text-paired stock price dataset. Experimental results on FinTexTS demonstrate the effectiveness of our semantic-based and multi-level pairing strategy in stock price forecasting. In addition to publicly-available news underlying FinTexTS, we show that applying our method to proprietary yet carefully curated news sources leads to higher-quality paired data and improved stock price forecasting performance.