Financial Forecasting on Financial Market Data (test)
0.0107MAE (Return)HQFS
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| HQFSseeds=52026.02 | 0.0107 | 0.0002 | 57.8 | 0.0086 | 0.0001 | 0.63 | |
| Transformerseeds=52026.02 | 0.0112 | 0.0002 | 56.1 | 0.0091 | 0.0001 | 0.58 | |
| TCNseeds=52026.02 | 0.0114 | 0.0002 | 55.6 | 0.0093 | 0.0001 | 0.56 | |
| GRUseeds=52026.02 | 0.0116 | 0.0002 | 55.1 | 0.0095 | 0.0002 | 0.54 | |
| LSTMseeds=52026.02 | 0.0118 | 0.0002 | 54.6 | 0.0097 | 0.0002 | 0.52 | |
| ARIMAseeds=52026.02 | 0.0126 | 0.0002 | 52.1 | 0.0109 | 0.0002 | 0.41 |