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AI in TecharXiv cs.LG · June 25, 2026 · 5w ago

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

arXiv:2606.24950v1 Announce Type: new Abstract: 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

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