Financial Time Series Forecasting on Avg. across markets
0.907ARTIPS (Distilled Student)
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TIPS (Distilled Student)FLOPs (G)=0.8102026.03 | 0.907 | 1.454 | 1.934 | |
| TIPS (Distilled Student)Transaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.891 | 1.385 | 1.854 | |
| Bias Teacher EnsembleFLOPs (G)=6.0322026.03 | 0.703 | 1.401 | 1.738 | |
| Bias Teacher EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.687 | 1.338 | 1.669 | |
| TransformerFLOPs (G)=0.8102026.03 | 0.589 | 1.162 | 1.275 | |
| Ensemble (Classical Architecture)FLOPs (G)=2.1092026.03 | 0.586 | 1.336 | 1.673 | |
| TransformerTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.573 | 1.104 | 1.218 | |
| EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.57 | 1.273 | 1.611 | |
| MambaFLOPs (G)=0.1702026.03 | 0.519 | 1.074 | 1.456 | |
| MambaTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.503 | 1.015 | 1.409 | |
| GRUFLOPs (G)=0.4812026.03 | 0.45 | 1.184 | 1.369 | |
| GRUTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.434 | 1.121 | 1.315 | |
| LSTMFLOPs (G)=0.6392026.03 | 0.423 | 1.109 | 1.207 | |
| LSTMTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.407 | 1.049 | 1.158 | |
| TCNFLOPs (G)=0.0092026.03 | 0.394 | 1.199 | 1.482 | |
| TCNTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.378 | 1.137 | 1.418 | |
| RankLSTMFLOPs (G)=0.6392026.03 | 0.346 | 0.912 | 0.987 | |
| MASTERFLOPs (G)=8.7252026.03 | 0.295 | 0.833 | 0.847 | |
| Ensemble (Financial Time Series Specialist)FLOPs (G)=9.3692026.03 | 0.263 | 0.846 | 0.826 | |
| iTransformerFLOPs (G)=0.6112026.03 | 0.245 | 0.853 | 0.799 | |
| Ensemble (Generic Time Series SOTA)FLOPs (G)=4.3942026.03 | 0.21 | 0.827 | 0.76 | |
| DLinearFLOPs (G)=< 0.0012026.03 | 0.194 | 0.583 | 0.574 | |
| AutoFormerFLOPs (G)=2.1752026.03 | 0.193 | 0.756 | 0.673 | |
| PatchTSTFLOPs (G)=0.4842026.03 | 0.183 | 0.734 | 0.587 | |
| StockMixerFLOPs (G)=0.0052026.03 | 0.174 | 0.63 | 0.522 | |
| TimeMixerFLOPs (G)=1.1232026.03 | 0.162 | 0.656 | 0.517 |