FinSTaR: Towards Financial Reasoning with Time Series Reasoning Models

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arXiv:2605.03460v5 Announce Type: replace Abstract: Time series (TS) reasoning models (TSRMs) have shown promising capabilities in general domains, yet they consistently fail on financial domain, which exhibit unique characteristics. We propose a general 2 x 2 capability taxonomy for TSRMs by crossing 1) single-entity vs. multi-entity analysis with 2) assessment of the current state vs. prediction of future behavior. We instantiate this taxonomy in the financial domain---where the distinction between deterministic assessment and stochastic prediction is particularly critical---as ten financial reasoning tasks, forming the FinTSRBench benchmark based on S&P stocks. To this end, we propose FinSTaR (Financial Time Series Thinking and Reasoning), trained on FinTSR-Bench with distinct chain-of-thought (CoT) strategies tailored to each category. For assessment, which is deterministic, we employ Compute-in-CoT, a programmatic CoT that enables models to derive answers directly from raw prices. For prediction, which is inherently stochastic, we adopt Scenario-Aware CoT, which generates diverse scenarios before making a judgment, mirroring how financial analysts reason under uncertainty. FinSTaR achieves 78.9% average accuracy on FinTSRBench, substantially outperforming LLM and TSRM baselines. Furthermore, we show that the four capability categories are complementary and mutually reinforcing through joint training. Code is publicly available at: https://github.com/seunghan96/FinSTaR.

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