AI Investment Frontier 预测模型需要压力测试基准 FinStressTS, a new arXiv/KDD 2026 paper, argues that financial forecasting benchmarks should expose why models fail under volatility clustering, regime shifts, heavy tails, jumps, and sparse processes.
AI Investment Frontier Forecasting Models Need Stress-Test Benchmarks FinStressTS, a new arXiv/KDD 2026 paper, argues that financial forecasting benchmarks should expose why models fail under volatility clustering, regime shifts, heavy tails, jumps, and sparse processes.
