Financial Time Series Forecasting on NI225
0.261AR (Annualized Return)TIPS (Distilled Student)
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TIPS (Distilled Student)FLOPs (G)=0.8102026.03 | 0.261 | 0.958 | 0.784 | |
| TIPS (Distilled Student)Transaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.259 | 0.946 | 0.774 | |
| MambaFLOPs (G)=0.1702026.03 | 0.239 | 0.972 | 0.781 | |
| MambaTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.237 | 0.96 | 0.771 | |
| Bias Teacher EnsembleFLOPs (G)=6.0322026.03 | 0.233 | 0.902 | 0.729 | |
| Bias Teacher EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.231 | 0.89 | 0.72 | |
| Ensemble (Classical Architecture)FLOPs (G)=2.1092026.03 | 0.228 | 0.922 | 0.757 | |
| EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.226 | 0.91 | 0.747 | |
| LSTMFLOPs (G)=0.6392026.03 | 0.208 | 0.845 | 0.674 | |
| LSTMTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.206 | 0.834 | 0.665 | |
| GRUFLOPs (G)=0.4812026.03 | 0.204 | 0.849 | 0.648 | |
| GRUTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.202 | 0.838 | 0.64 | |
| TransformerFLOPs (G)=0.8102026.03 | 0.192 | 0.774 | 0.643 | |
| TransformerTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.19 | 0.764 | 0.635 | |
| iTransformerFLOPs (G)=0.6112026.03 | 0.168 | 0.737 | 0.6 | |
| PatchTSTFLOPs (G)=0.4842026.03 | 0.159 | 0.719 | 0.554 | |
| RankLSTMFLOPs (G)=0.6392026.03 | 0.152 | 0.61 | 0.447 | |
| TCNFLOPs (G)=0.0092026.03 | 0.148 | 0.68 | 0.576 | |
| MASTERFLOPs (G)=8.7252026.03 | 0.148 | 0.637 | 0.511 | |
| TCNTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.146 | 0.671 | 0.568 | |
| Ensemble (Generic Time Series SOTA)FLOPs (G)=4.3942026.03 | 0.138 | 0.624 | 0.491 | |
| DLinearFLOPs (G)=< 0.0012026.03 | 0.134 | 0.553 | 0.472 | |
| Ensemble (Financial Time Series Specialist)FLOPs (G)=9.3692026.03 | 0.134 | 0.576 | 0.462 | |
| AutoFormerFLOPs (G)=2.1752026.03 | 0.124 | 0.562 | 0.449 | |
| TimeMixerFLOPs (G)=1.1232026.03 | 0.12 | 0.538 | 0.392 | |
| StockMixerFLOPs (G)=0.0052026.03 | 0.071 | 0.322 | 0.251 |