Systematic Multi-Aspect Evaluation of Time Series-Based Report Generation: The Case of Financial Analysis from Stock Data

Elizabeth Fons, Elena Kochkina, Rachneet Kaur, Zhen Zeng, Berowne Hlavaty, Charese Smiley, Svitlana Vyetrenko, Manuela Veloso


Abstract
This paper explores the capability of large language models (LLMs) to generate coherent textual reports from time series data, using financial reports from stock data as the use case. We conduct a comprehensive multi-aspect evaluation across four model families, including linguistic quality, content source attribution, automated metrics, and expert human assessment. We evaluate models using four major stock indices and two synthetic time series to assess generalization. We assess reports based on single and multiple time series data, and experiment with plain text and multi-modal prompting. We examine temporal effects by analyzing report quality as data approaches model knowledge cutoffs and testing synthetic future intervals. Our evaluation shows that LLMs are capable of creating high-quality financial analyst reports, with larger models demonstrating superior performance, however even those require human oversight and have potential for temporal logic errors. Our findings reveal model-specific behavioral patterns that enable tailored generation pipelines and inform future research about model pitfalls in time series-to-text generation tasks.
Anthology ID:
2026.lrec-main.305
Volume:
Proceedings of the Fifteenth Language Resources and Evaluation Conference
Month:
May
Year:
2026
Address:
Palma de Mallorca, Spain
Editors:
Stelios Piperidis, Núria Bel, Henk van den Heuvel, Nancy Ide, Simon Krek, Antonio Toral
Venue:
LREC
SIG:
Publisher:
ELRA Language Resource Association
Note:
Pages:
3833–3850
Language:
URL:
https://preview.aclanthology.org/ingest-lrec/2026.lrec-main.305/
DOI:
Bibkey:
Cite (ACL):
Elizabeth Fons, Elena Kochkina, Rachneet Kaur, Zhen Zeng, Berowne Hlavaty, Charese Smiley, Svitlana Vyetrenko, and Manuela Veloso. 2026. Systematic Multi-Aspect Evaluation of Time Series-Based Report Generation: The Case of Financial Analysis from Stock Data. International Conference on Language Resources and Evaluation, main:3833–3850.
Cite (Informal):
Systematic Multi-Aspect Evaluation of Time Series-Based Report Generation: The Case of Financial Analysis from Stock Data (Fons et al., LREC 2026)
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PDF:
https://preview.aclanthology.org/ingest-lrec/2026.lrec-main.305.pdf