3 papers
cs.CE2025
DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
Wanyun Zhou, Saizhuo Wang, Mihai Cucuringu +5
The lead-lag effect, where the price movement of one asset systematically precedes that of another, has been widely observed in financial markets and conveys valuable predictive si…
q-fin.CP2025
QuantBench: Benchmarking AI Methods for Quantitative Investment
Saizhuo Wang, Hao Kong, Jiadong Guo +7
The field of artificial intelligence (AI) in quantitative investment has seen significant advancements, yet it lacks a standardized benchmark aligned with industry practices. This…
q-fin.ST2024
Large Investment Model
Jian Guo, Heung-Yeung Shum
Traditional quantitative investment research is encountering diminishing returns alongside rising labor and time costs. To overcome these challenges, we introduce the Large Investm…