Closing Price Prediction on 20 S&P 500 Stocks (5-day horizon, test)
1.05MAPEAE-NodeFormer
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| AE-NodeFormerSAC=yes2026.03 | 1.05 | 1.25 | 67 | 0.7 | 63 | |
| AE-NodeFormerSAC=no2026.03 | 1.15 | 1.32 | 64 | 0.74 | 60 | |
| Integrated NF-BERT2026.03 | 1.3 | 1.45 | 61 | 0.78 | 58 | |
| iTransformer2026.03 | 1.35 | 1.5 | 59 | 0.8 | 57 | |
| PatchTST2026.03 | 1.38 | 1.52 | 59 | 0.79 | 55 | |
| TimesNet2026.03 | 1.4 | 1.55 | 58 | 0.81 | 56 | |
| HMM-LSTM2026.03 | 1.45 | 1.6 | 59 | 0.82 | 55 | |
| BERT Sent. + LSTM2026.03 | 1.48 | 1.65 | 57 | 0.83 | 54 | |
| Simple Transformer2026.03 | 1.5 | 1.68 | 56 | 0.85 | 53 | |
| LSTM2026.03 | 1.65 | 1.85 | 54 | 0.93 | 50 | |
| XGBoost2026.03 | 1.68 | 1.88 | 54 | 0.92 | 50 | |
| MS-VAR2026.03 | 1.7 | 1.9 | 53 | 0.95 | 49 | |
| VAR2026.03 | 1.88 | 2.1 | 52 | 1 | 48 | |
| Random Forest2026.03 | 1.92 | 2.15 | 52 | 1.02 | 48 | |
| ARIMA2026.03 | 2.05 | 2.3 | 51 | 1.05 | 47 | |
| SVR2026.03 | 2.1 | 2.35 | 50 | 1.08 | 46 |