Financial Time Series Forecasting on CSI300
0.469Average Return (AR)TIPS (Distilled Student)
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TIPS (Distilled Student)FLOPs (G)=0.8102026.03 | 0.469 | 1.343 | 1.523 | |
| TIPS (Distilled Student)Transaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.438 | 1.225 | 1.39 | |
| Bias Teacher EnsembleFLOPs (G)=6.0322026.03 | 0.353 | 1.152 | 1.163 | |
| Bias Teacher EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.322 | 1.052 | 1.062 | |
| Ensemble (Classical Architecture)FLOPs (G)=2.1092026.03 | 0.291 | 1.061 | 0.992 | |
| TransformerFLOPs (G)=0.8102026.03 | 0.287 | 0.915 | 0.828 | |
| TCNFLOPs (G)=0.0092026.03 | 0.278 | 1.169 | 1.231 | |
| EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.26 | 0.945 | 0.883 | |
| TransformerTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.256 | 0.815 | 0.738 | |
| TCNTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.247 | 1.038 | 1.093 | |
| LSTMFLOPs (G)=0.6392026.03 | 0.213 | 0.842 | 0.674 | |
| GRUFLOPs (G)=0.4812026.03 | 0.211 | 0.875 | 0.716 | |
| iTransformerFLOPs (G)=0.6112026.03 | 0.207 | 0.801 | 0.655 | |
| RankLSTMFLOPs (G)=0.6392026.03 | 0.205 | 0.753 | 0.663 | |
| Ensemble (Generic Time Series SOTA)FLOPs (G)=4.3942026.03 | 0.187 | 0.79 | 0.745 | |
| LSTMTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.182 | 0.719 | 0.575 | |
| GRUTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.18 | 0.747 | 0.611 | |
| MambaFLOPs (G)=0.1702026.03 | 0.17 | 0.648 | 0.536 | |
| StockMixerFLOPs (G)=0.0052026.03 | 0.17 | 0.692 | 0.518 | |
| Ensemble (Financial Time Series Specialist)FLOPs (G)=9.3692026.03 | 0.17 | 0.693 | 0.519 | |
| MASTERFLOPs (G)=8.7252026.03 | 0.167 | 0.675 | 0.537 | |
| TimeMixerFLOPs (G)=1.1232026.03 | 0.155 | 0.642 | 0.533 | |
| AutoFormerFLOPs (G)=2.1752026.03 | 0.155 | 0.667 | 0.592 | |
| PatchTSTFLOPs (G)=0.4842026.03 | 0.149 | 0.614 | 0.506 | |
| MambaTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.139 | 0.529 | 0.438 | |
| DLinearFLOPs (G)=< 0.0012026.03 | 0.071 | 0.259 | 0.173 |