Papers › FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model

FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model

5 Mar 2024arXiv:2403.02647archive 2025-07-28

Xiangyu Li, Xinjie Shen, Yawen Zeng, Xiaofen Xing, Jin Xu

The task of stock earnings forecasting has received considerable attention due to the demand investors in real-world scenarios. However, compared with financial institutions, it is not easy for ordinary investors to mine factors and analyze news. On the other hand, although large language models in the financial field can serve users in the form of dialogue robots, it still requires users to have financial knowledge to ask reasonable questions. To serve the user experience, we aim to build an automatic system, FinReport, for ordinary investors to collect information, analyze it, and generate reports after summarizing. Specifically, our FinReport is based on financial news announcements and a multi-factor model to ensure the professionalism of the report. The FinReport consists of three modules: news factorization module, return forecasting module, risk assessment module. The news factorization module involves understanding news information and combining it with stock factors, the return forecasting module aim to analysis the impact of news on market sentiment, and the risk assessment module is adopted to control investment risk. Extensive experiments on real-world datasets have well verified the effectiveness and explainability of our proposed FinReport. Our codes and datasets are available at https://github.com/frinkleko/FinReport.

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Tasks

Stock Market Prediction

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Stock Market Prediction Astock SRL&SDPG&Factors Accuray 75.40 #1 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&SDPG&Factors F1-score 75.12 #1 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&SDPG&Factors Precision 75.42 #1 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&SDPG&Factors Recall 75.23 #1 of 17 Archive leaderboard report
Stock Market Prediction Astock SDPG&Factors Accuray 73.12 #2 of 17 Archive leaderboard report
Stock Market Prediction Astock SDPG&Factors F1-score 72.97 #2 of 17 Archive leaderboard report
Stock Market Prediction Astock SDPG&Factors Precision 73.04 #2 of 17 Archive leaderboard report
Stock Market Prediction Astock SDPG&Factors Recall 72.96 #2 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&Factors Accuray 69.48 #3 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&Factors F1-score 69.28 #3 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&Factors Precision 69.54 #3 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&Factors Recall 69.41 #3 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&SDPG Accuray 66.10 #7 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&SDPG F1-score 66.01 #7 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&SDPG Precision 66.04 #7 of 17 Archive leaderboard report
Stock Market Prediction Astock SRL&SDPG Recall 66.09 #7 of 17 Archive leaderboard report
Stock Market Prediction Astock Factos Only Accuray 63.74 #10 of 17 Archive leaderboard report
Stock Market Prediction Astock Factos Only F1-score 63.66 #10 of 17 Archive leaderboard report
Stock Market Prediction Astock Factos Only Precision 63.67 #10 of 17 Archive leaderboard report
Stock Market Prediction Astock Factos Only Recall 63.71 #10 of 17 Archive leaderboard report

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