Market-Aware Event Timeline Summarization: Integrating Price Signals to Improve Financial News Understanding
Abstract
Abstract We present a practical system that supports in-depth analysis of cryptocurrency markets through timeline-based event detection and contextual summarization. Our framework processes continuous news streams, identifies price-relevant events, and organizes them into semantic timelines with concise background summaries generated by large language models (LLMs). This design allows traders and analysts to retrospectively explore events alongside price charts, facilitating a deeper understanding of how news developments relate to market fluctuations. By transforming unstructured news data into structured insights, the system provides a valuable tool for market analysis, risk evaluation, and behavioral studies in volatile trading environments.