Financial Time Series Forecasting on CSI500 benchmark leaderboard · SOTA2 Research

Financial Time Series Forecasting on CSI500

0.986ARTIPS (Distilled Student)

Evaluation Results

Method
TIPS (Distilled Student)2026.03	0.986	2.01	2.466
TIPS (Distilled Student)2026.03	0.955	1.863	2.286
Bias Teacher Ensemble2026.03	0.715	1.883	2.27
Bias Teacher Ensemble2026.03	0.684	1.746	2.104
Transformer2026.03	0.622	1.662	1.747
Transformer2026.03	0.591	1.54	1.619
Ensemble (Classical Architecture)2026.03	0.531	1.667	1.748
Ensemble2026.03	0.5	1.545	1.62
TCN2026.03	0.424	1.465	1.521
TCN2026.03	0.393	1.358	1.41
GRU2026.03	0.359	1.296	1.158
GRU2026.03	0.328	1.183	1.057
iTransformer2026.03	0.307	1.063	0.972
LSTM2026.03	0.301	1.019	0.869
RankLSTM2026.03	0.272	0.869	0.699
LSTM2026.03	0.27	0.916	0.781
Mamba2026.03	0.254	0.842	0.645
Ensemble (Generic Time Series SOTA)2026.03	0.245	0.956	0.85
AutoFormer2026.03	0.235	0.921	0.778
Mamba2026.03	0.223	0.739	0.566
Ensemble (Financial Time Series Specialist)2026.03	0.217	0.8	0.508
MASTER2026.03	0.203	0.74	0.458
DLinear2026.03	0.192	0.604	0.481
StockMixer2026.03	0.183	0.662	0.487
PatchTST2026.03	0.177	0.668	0.492
TimeMixer2026.03	0.17	0.65	0.412