Financial Time Series Forecasting on CSI500
0.986ARTIPS (Distilled Student)
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TIPS (Distilled Student)FLOPs (G)=0.8102026.03 | 0.986 | 2.01 | 2.466 | |
| TIPS (Distilled Student)Transaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.955 | 1.863 | 2.286 | |
| Bias Teacher EnsembleFLOPs (G)=6.0322026.03 | 0.715 | 1.883 | 2.27 | |
| Bias Teacher EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.684 | 1.746 | 2.104 | |
| TransformerFLOPs (G)=0.8102026.03 | 0.622 | 1.662 | 1.747 | |
| TransformerTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.591 | 1.54 | 1.619 | |
| Ensemble (Classical Architecture)FLOPs (G)=2.1092026.03 | 0.531 | 1.667 | 1.748 | |
| EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.5 | 1.545 | 1.62 | |
| TCNFLOPs (G)=0.0092026.03 | 0.424 | 1.465 | 1.521 | |
| TCNTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.393 | 1.358 | 1.41 | |
| GRUFLOPs (G)=0.4812026.03 | 0.359 | 1.296 | 1.158 | |
| GRUTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.328 | 1.183 | 1.057 | |
| iTransformerFLOPs (G)=0.6112026.03 | 0.307 | 1.063 | 0.972 | |
| LSTMFLOPs (G)=0.6392026.03 | 0.301 | 1.019 | 0.869 | |
| RankLSTMFLOPs (G)=0.6392026.03 | 0.272 | 0.869 | 0.699 | |
| LSTMTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.27 | 0.916 | 0.781 | |
| MambaFLOPs (G)=0.1702026.03 | 0.254 | 0.842 | 0.645 | |
| Ensemble (Generic Time Series SOTA)FLOPs (G)=4.3942026.03 | 0.245 | 0.956 | 0.85 | |
| AutoFormerFLOPs (G)=2.1752026.03 | 0.235 | 0.921 | 0.778 | |
| MambaTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.223 | 0.739 | 0.566 | |
| Ensemble (Financial Time Series Specialist)FLOPs (G)=9.3692026.03 | 0.217 | 0.8 | 0.508 | |
| MASTERFLOPs (G)=8.7252026.03 | 0.203 | 0.74 | 0.458 | |
| DLinearFLOPs (G)=< 0.0012026.03 | 0.192 | 0.604 | 0.481 | |
| StockMixerFLOPs (G)=0.0052026.03 | 0.183 | 0.662 | 0.487 | |
| PatchTSTFLOPs (G)=0.4842026.03 | 0.177 | 0.668 | 0.492 | |
| TimeMixerFLOPs (G)=1.1232026.03 | 0.17 | 0.65 | 0.412 |