Financial Time Series Forecasting on Avg. across markets benchmark leaderboard · SOTA2 Research

Financial Time Series Forecasting on Avg. across markets

0.907ARTIPS (Distilled Student)

Evaluation Results

Method
TIPS (Distilled Student)2026.03	0.907	1.454	1.934
TIPS (Distilled Student)2026.03	0.891	1.385	1.854
Bias Teacher Ensemble2026.03	0.703	1.401	1.738
Bias Teacher Ensemble2026.03	0.687	1.338	1.669
Transformer2026.03	0.589	1.162	1.275
Ensemble (Classical Architecture)2026.03	0.586	1.336	1.673
Transformer2026.03	0.573	1.104	1.218
Ensemble2026.03	0.57	1.273	1.611
Mamba2026.03	0.519	1.074	1.456
Mamba2026.03	0.503	1.015	1.409
GRU2026.03	0.45	1.184	1.369
GRU2026.03	0.434	1.121	1.315
LSTM2026.03	0.423	1.109	1.207
LSTM2026.03	0.407	1.049	1.158
TCN2026.03	0.394	1.199	1.482
TCN2026.03	0.378	1.137	1.418
RankLSTM2026.03	0.346	0.912	0.987
MASTER2026.03	0.295	0.833	0.847
Ensemble (Financial Time Series Specialist)2026.03	0.263	0.846	0.826
iTransformer2026.03	0.245	0.853	0.799
Ensemble (Generic Time Series SOTA)2026.03	0.21	0.827	0.76
DLinear2026.03	0.194	0.583	0.574
AutoFormer2026.03	0.193	0.756	0.673
PatchTST2026.03	0.183	0.734	0.587
StockMixer2026.03	0.174	0.63	0.522
TimeMixer2026.03	0.162	0.656	0.517