2025/04/24 by Saizhuo Wang, Wang, Saizhuo, Hao Kong +17
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Computational Engineering #Computational Finance (q-fin.CP) #Explainable Artificial Intelligence (XAI) #FOS: Computer and information sciences #FOS: Economics and business #Finance #Financial Markets and Investment Strategies #Stock Market Forecasting Methods #and Science (cs.CE)
paper · pdf · doi:10.48550/arxiv.2504.18600
openalex publication_date 2025/04/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The field of artificial intelligence (AI) in quantitative investment has seen significant advancements, yet it lacks a standardized benchmark aligned with industry practices. This gap hinders research progress and limits the practical application of academic innovations. We present QuantBench, an industrial-grade benchmark platform designed to address this critical need. QuantBench offers three key strengths: (1) standardization that aligns with quantitative investment industry practices, (2) flexibility to integrate various AI algorithms, and (3) full-pipeline coverage of the entire quantitative investment process. Our empirical studies using QuantBench reveal some critical research directions, including the need for continual learning to address distribution shifts, improved methods for modeling relational financial data, and more robust approaches to mitigate overfitting in low signal-to-noise environments. By providing a common ground for evaluation and fostering collaboration between researchers and practitioners, QuantBench aims to accelerate progress in AI for quantitative investment, similar to the impact of benchmark platforms in computer vision and natural language processing.