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FinTMMBench: Benchmarking Temporal-Aware Multi-Modal RAG in Finance

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  • Fengbin Zhu
  • Junfeng Li
  • Liangming Pan
  • Wenjie Wang
  • Fuli Feng
  • Chao Wang
  • Huanbo Luan
  • Tat-Seng Chua

Abstract

Finance decision-making often relies on in-depth data analysis across various data sources, including financial tables, news articles, stock prices, etc. In this work, we introduce FinTMMBench, the first comprehensive benchmark for evaluating temporal-aware multi-modal Retrieval-Augmented Generation (RAG) systems in finance. Built from heterologous data of NASDAQ 100 companies, FinTMMBench offers three significant advantages. 1) Multi-modal Corpus: It encompasses a hybrid of financial tables, news articles, daily stock prices, and visual technical charts as the corpus. 2) Temporal-aware Questions: Each question requires the retrieval and interpretation of its relevant data over a specific time period, including daily, weekly, monthly, quarterly, and annual periods. 3) Diverse Financial Analysis Tasks: The questions involve 10 different tasks, including information extraction, trend analysis, sentiment analysis and event detection, etc. We further propose a novel TMMHybridRAG method, which first leverages LLMs to convert data from other modalities (e.g., tabular, visual and time-series data) into textual format and then incorporates temporal information in each node when constructing graphs and dense indexes. Its effectiveness has been validated in extensive experiments, but notable gaps remain, highlighting the challenges presented by our FinTMMBench.

Suggested Citation

  • Fengbin Zhu & Junfeng Li & Liangming Pan & Wenjie Wang & Fuli Feng & Chao Wang & Huanbo Luan & Tat-Seng Chua, 2025. "FinTMMBench: Benchmarking Temporal-Aware Multi-Modal RAG in Finance," Papers 2503.05185, arXiv.org.
    • Handle: RePEc:arx:papers:2503.05185
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    References listed on IDEAS

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    4. Pekka Malo & Ankur Sinha & Pekka Korhonen & Jyrki Wallenius & Pyry Takala, 2014. "Good debt or bad debt: Detecting semantic orientations in economic texts," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 65(4), pages 782-796, April.
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