Financial Time Series Forecasting on CSI300 benchmark leaderboard · SOTA2 Research

Financial Time Series Forecasting on CSI300

0.469Average Return (AR)TIPS (Distilled Student)

Evaluation Results

Method
TIPS (Distilled Student)2026.03	0.469	1.343	1.523
TIPS (Distilled Student)2026.03	0.438	1.225	1.39
Bias Teacher Ensemble2026.03	0.353	1.152	1.163
Bias Teacher Ensemble2026.03	0.322	1.052	1.062
Ensemble (Classical Architecture)2026.03	0.291	1.061	0.992
Transformer2026.03	0.287	0.915	0.828
TCN2026.03	0.278	1.169	1.231
Ensemble2026.03	0.26	0.945	0.883
Transformer2026.03	0.256	0.815	0.738
TCN2026.03	0.247	1.038	1.093
LSTM2026.03	0.213	0.842	0.674
GRU2026.03	0.211	0.875	0.716
iTransformer2026.03	0.207	0.801	0.655
RankLSTM2026.03	0.205	0.753	0.663
Ensemble (Generic Time Series SOTA)2026.03	0.187	0.79	0.745
LSTM2026.03	0.182	0.719	0.575
GRU2026.03	0.18	0.747	0.611
Mamba2026.03	0.17	0.648	0.536
StockMixer2026.03	0.17	0.692	0.518
Ensemble (Financial Time Series Specialist)2026.03	0.17	0.693	0.519
MASTER2026.03	0.167	0.675	0.537
TimeMixer2026.03	0.155	0.642	0.533
AutoFormer2026.03	0.155	0.667	0.592
PatchTST2026.03	0.149	0.614	0.506
Mamba2026.03	0.139	0.529	0.438
DLinear2026.03	0.071	0.259	0.173