Exchange-Rate
Benchmarks
TaskDatasetSOTA resultTrendResults
Exchange Rate
0.028MSE
49
Exchange Rate (ExRate)
0.212RMSE
48
Exchange Rate
0.017RSE
36
Exchange-Rate (test)
0.018RSE
36
Exchange-Rate (test)
0.017RSE
32
Exchange Rate (test)
0.061MSE
28
Exchange Rate Input Length 200
5.08RMSE (H=1)
26
Exchange Rate Input Length 100
5.46RMSE (H=1)
26
Exchange Rate Input Length 50
6.11RMSE (H=1)
26
Exchange Rate Input Length 20
6.42RMSE (H=1)
26
Exchange Rate (ExRA)
6AUC lag@25%
18
Exchange rate (test)
0.03MSE
17
Exchange Rate 16 currencies
0.18Computational Cost (Horizon 1)
16
Exchange Rate
0.086MSE
16
Exchange-Rate
0.02RMSE
14
Exchange Rate (7:1:2)
0.208MAE
11
Exchange-rate 5 rolling-origin windows GPT-5.2 (test)
4.214Sharpe Ratio
10
Exchange-Rate GluonTS (test)
0.666MAE
8
Exchange Rate (Exch.) (test)
0.712MSE
8
Exchange Rate
0.43Inference Time (s)
6
Exchange Rate
0.0070.9-Risk Accuracy
6