Financial Time Series Forecasting on Optiver (test)
0.5422RMSETransformer
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| Transformer2026.03 | 0.5422 | 0.3583 | 61.62 | 0.0268 | |
| ARTEMIS2026.03 | 0.5553 | -0.0555 | 45.82 | -0.0208 | |
| LSTM2026.03 | 0.557 | 0 | 0 | -0.0271 | |
| NS-Transformer2026.03 | 0.7019 | 0.2474 | 60.57 | -0.6308 | |
| Informer2026.03 | 1.8411 | -0.1465 | 56.79 | -10.22 | |
| Chronos-22026.03 | 4.9538 | -0.1384 | 40.47 | -80.232 |