Financial Time Series Forecasting on DSLOB (test)
0.0121RMSETransformer
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| Transformer2026.03 | 0.0121 | 0.1017 | 47.56 | -550.28 | |
| LSTM2026.03 | 0.0134 | 0.0391 | 60.64 | -3,053.6 | |
| Chronos-22026.03 | 0.0145 | -0.1011 | 62.38 | -3,123.2 | |
| Informer2026.03 | 0.027 | -0.0561 | 35.64 | -6,557.2 | |
| ARTEMIS2026.03 | 0.0362 | 0.0879 | 64.96 | -2,351.2 | |
| NS-Transformer2026.03 | 0.0858 | -0.0939 | 35.04 | -90,674 |