Financial Time Series Forecasting on Jane Street (test)
0.7628RMSELSTM
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| LSTM2026.03 | 0.7628 | 0.0378 | 51.59 | 0.002 | |
| Transformer2026.03 | 0.7635 | 0.0122 | 53.37 | -0.0002 | |
| ARTEMIS2026.03 | 0.7762 | 0.0432 | 51.5 | -0.0009 | |
| Informer2026.03 | 0.7862 | 0.0083 | 47.39 | -0.0008 | |
| Chronos-22026.03 | 1.4043 | 0.1325 | 53.72 | -1.4578 | |
| NS-Transformer2026.03 | 2.6034 | 0.0031 | 50.09 | — |