Athenarabetaathenara:~$ registry cite papers/qlib-paper
Qlib: An AI-oriented Quantitative Investment Platform
The Microsoft Research preprint introducing Qlib, cited by the Qlib repository itself as the project's reference paper.
added 2026-08-17 · unknown · external
$ git clone https://github.com/microsoft/qlib@article{qlib-paper, title = {Qlib: An AI-oriented Quantitative Investment Platform}, author = {Xiao Yang and Weiqing Liu and Dong Zhou and Jiang Bian and Tie-Yan Liu and Microsoft Research}, year = {2020}, eprint = {2009.11189}, archiveprefix = {arXiv}, note = {arXiv preprint}, }
The preprint argues that adopting AI in quantitative investment demands an infrastructure upgrade, and presents Qlib as that infrastructure — a platform meant to “realize the potential, empower the research, and create the value of AI technologies in quantitative investment” across the full pipeline of alpha seeking, risk modeling, portfolio optimization, and order execution.
It is a single-version arXiv submission from 22 September 2020, classified q-fin.GN with cs.LG and q-fin.PM, and was never published to a conference or journal — there is no journal reference and no DOI beyond arXiv’s own, and the abstract page declares no reuse license for the text. It is short and descriptive rather than an evaluation paper, and it documents the 2020 design: the repository has since moved well past it, advertising later work the paper does not cover.
Its value is largely connective. The Qlib README names this arXiv entry as the project’s own reference paper, so a reader arriving at either artifact can reach the other, and the software it describes — MIT-licensed, last pushed July 2026 — is the entry indexed here as an architecture.
trading [●●●··] moderate ai [●●●··] moderate programming [●····] none setup [●····] none
describes Qlib
athenara:~$