论文

XForecast:KDD 2026 Finance Day 发布新闻驱动金融预测基准

XForecast: The KDD 2026 Finance Day Challenge on News-Grounded Financial Forecasting

精选理由

KDD 2026 在 Kaggle 上办了个金融预测竞赛,用价格数据加新闻文本预测四周后的股价,做量化或 NLP 的可以去试试。

XForecast 是一个结合股票价格数据与新闻文本的金融预测基准和竞赛,任务是基于历史价格和配对新闻信号预测未来四周的股价走势。数据覆盖 2019 至 2023 年的 100 只大盘股,其中 2019-2022 用于训练,2023 用于评估。配套的 FinTexTS 是一种多模态数据集生成方法,用于产出金融文本。评估采用加权命中率指标,对新闻信息影响更强的样本赋予更高权重。竞赛在 Kaggle 上举办,属于 KDD 2026 Finance Day 的一部分。

原文 · arXiv cs.LG

XForecast: The KDD 2026 Finance Day Challenge on News-Grounded Financial Forecasting

Financial forecasting has traditionally relied on numerical time-series (TS) signals, while textual information such as news remains largely underutilized. We introduce XForecast, a benchmark and competition for news-grounded financial forecasting, where the task is to predict stock price movements four weeks ahead using both historical price data and paired news signals. XForecast combines stock price data with curated financial text generated using FinTexTS, a multimodal dataset generation method. It covers 100 large-cap stocks from 2019--2023, with training on 2019--2022 and evaluation on 2023. To better evaluate models that leverage textual signals, we adopt a weighted hit rate metric that places greater emphasis on instances where news information is expected to have stronger influence. The XForecast Challenge, hosted on Kaggle as part of KDD 2026 Finance Day, aims to benchmark methods for integrating financial TS and textual information.