Anomaly detection in dynamic graphs is a critical area of research that focuses on identifying abnormal components within evolving graph structures that deviate significantly from typical patterns. Despite advancements in traditional temporal pattern mining and deep learning techniques, a comprehensive benchmarking framework for Dynamic Graph Anomaly Detection (DyGAD) has been lacking. To address this gap, we introduce BAG, the first comprehensive benchmark specifically designed for anomaly detection on dynamic graphs. BAG enables extensive evaluation of 25 leading DyGAD models, covering both classical approaches and advanced Dynamic Graph Neural Networks (DGNNs), across 10 diverse real-world datasets that include both synthetic and naturally occurring anomalies. The framework supports evaluations at both the edge and node levels, offering a robust tool to advance DyGAD research. Our main finding is that Continuous-time Dynamic Graph (CTDG) models demonstrate superior performance and potential in detecting anomalies in dynamic graph edges, compared to Discrete-time Dynamic Graph (DTDG) models. Furthermore, the results reveal that existing methods are less effective at detecting organic anomalies, primarily due to the presence of temporal anomalies and highly imbalanced samples. The proposed BAG benchmark significantly enhances the evaluation of DyGAD methods by improving dataset selection, metric application, and model training. Moreover, BAG supports reproducibility and further exploration in this field by integrating all models, datasets, and evaluation protocols into an open-source repository.

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; (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. The code is open-sourced on GitHub at https://github.com/SaizhuoWang/quantbench .

With a long history of traditional Graph Anomaly Detection (GAD) algorithms and recently popular Graph Neural Networks (GNNs), it is still not clear (1) how they perform under a standard comprehensive setting, (2) whether GNNs can outperform traditional algorithms such as tree ensembles, and (3) how about their efficiency on large-scale graphs. In response, we introduce GADBench---a benchmark tool dedicated to supervised anomalous node detection in static graphs. GADBench facilitates a detailed comparison across 29 distinct models on ten real-world GAD datasets, encompassing thousands to millions (~6M) nodes. Our main finding is that tree ensembles with simple neighborhood aggregation can outperform the latest GNNs tailored for the GAD task. We shed light on the current progress of GAD, setting a robust groundwork for subsequent investigations in this domain. GADBench is open-sourced at https://github.com/squareRoot3/GADBench.