1-day ahead Closing Price Prediction on 20 S&P 500 stocks 2017-2025 (test)
0.59MAPEAE-NodeFormer
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| AE-NodeFormerSAC=enabled2026.03 | 0.59 | 0.82 | 72 | 0.64 | 67 | |
| AE-NodeFormerSAC=disabled2026.03 | 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 |