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Nasdaq dataset and benchmarks · SOTA2 Research

Research Datasets

Nasdaq

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Short-term Forecasting

NASDAQ

0.114MSE

60

Time-series Forecasting

Nasdaq

0.11RMSE

36

Stock price forecasting

NASDAQ

0.044IC

15

Time Series Forecasting

NASDAQ

0.001MSE

14

Time Series Forecasting

NASDAQ

0.021MAE

14

Time Series Forecasting

NASDAQ

0.649Normalized MSE

14

Financial Forecasting

NASDAQ-100

2.38IC

12

Probabilistic Forecasting

Nasdaq (test)

0.331CRPS

12

Algorithmic Trading

Nasdaq (P2)

0.88Sharpe Ratio

10

Multivariate Time Series Classification

NASDAQ

46.76Accuracy

9

Long-term forecasting

NASDAQ

0.649MSE

8

Volatility forecasting

NASDAQ

1.67MAE

8

Time Series Forecasting

NASDAQ Out-of-domain

0.735MSE

7

Probabilistic Forecasting

Nasdaq

0.353CRPS

6

Event-Driven Financial Forecasting

NASDAQ latest (test)

3.08MSE

3

Probabilistic Forecasting

Nasdaq

-6.2ΔNLPD

3

Time Series Generation

NASDAQ 2019

45.812SWD (Frequency Domain)

2

Popular tasks

Time Series Forecasting Probabilistic Forecasting Short-term forecasting Time-series generation Long-term forecasting

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