1-day ahead Closing Price Prediction on 20 S&P 500 stocks 2017-2025 (test) benchmark leaderboard · SOTA2 Research

1-day ahead Closing Price Prediction on 20 S&P 500 stocks 2017-2025 (test)

0.59MAPEAE-NodeFormer

Evaluation Results

Method	Links
AE-NodeFormer2026.03		0.59	0.82	72	0.64	67
AE-NodeFormer2026.03		0.68	0.88	69	0.68	64
Integrated NF-BERT2026.03		0.8	0.95	65	0.72	62
iTransformer2026.03		0.82	0.97	64	0.73	61
PatchTST2026.03		0.83	0.98	64	0.74	59
TimesNet2026.03		0.85	1	63	0.75	59
HMM-LSTM2026.03		0.87	1.02	64	0.76	60
Simple Transformer2026.03		0.9	1.1	61	0.8	57
BERT Sent. + LSTM2026.03		0.9	1.05	62	0.78	58
XGBoost2026.03		1	1.15	59	0.85	55
LSTM2026.03		1	1.2	58	0.88	54
MS-VAR2026.03		1.02	1.22	57	0.9	53
VAR2026.03		1.1	1.3	56	0.95	52
Random Forest2026.03		1.1	1.25	57	0.92	53
ARIMA2026.03		1.2	1.35	55	0.98	51
SVR2026.03		1.2	1.4	54	1.02	50