Financial Time Series Forecasting on SP500
1.913Annualized Return (AR)TIPS (Distilled Student)
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TIPS (Distilled Student)FLOPs (G)=0.8102026.03 | 1.913 | 1.506 | 2.965 | |
| TIPS (Distilled Student)Transaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 1.913 | 1.506 | 2.965 | |
| Bias Teacher EnsembleFLOPs (G)=6.0322026.03 | 1.511 | 1.665 | 2.791 | |
| Bias Teacher EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 1.511 | 1.665 | 2.791 | |
| MambaFLOPs (G)=0.1702026.03 | 1.412 | 1.834 | 3.861 | |
| MambaTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 1.412 | 1.834 | 3.861 | |
| Ensemble (Classical Architecture)FLOPs (G)=2.1092026.03 | 1.295 | 1.692 | 3.193 | |
| EnsembleTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 1.295 | 1.692 | 3.193 | |
| TransformerFLOPs (G)=0.8102026.03 | 1.254 | 1.297 | 1.881 | |
| TransformerTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 1.254 | 1.297 | 1.881 | |
| GRUFLOPs (G)=0.4812026.03 | 1.026 | 1.717 | 2.954 | |
| GRUTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 1.026 | 1.717 | 2.954 | |
| LSTMFLOPs (G)=0.6392026.03 | 0.969 | 1.728 | 2.612 | |
| LSTMTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.969 | 1.728 | 2.612 | |
| RankLSTMFLOPs (G)=0.6392026.03 | 0.753 | 1.414 | 2.138 | |
| TCNFLOPs (G)=0.0092026.03 | 0.727 | 1.482 | 2.6 | |
| TCNTransaction Costs=Included, Rebalancing=Every 5 trading days2026.03 | 0.727 | 1.482 | 2.6 | |
| MASTERFLOPs (G)=8.7252026.03 | 0.66 | 1.281 | 1.882 | |
| Ensemble (Financial Time Series Specialist)FLOPs (G)=9.3692026.03 | 0.529 | 1.316 | 1.816 | |
| DLinearFLOPs (G)=< 0.0012026.03 | 0.378 | 0.914 | 1.168 | |
| iTransformerFLOPs (G)=0.6112026.03 | 0.297 | 0.811 | 0.967 | |
| StockMixerFLOPs (G)=0.0052026.03 | 0.272 | 0.843 | 0.832 | |
| Ensemble (Generic Time Series SOTA)FLOPs (G)=4.3942026.03 | 0.27 | 0.938 | 0.954 | |
| AutoFormerFLOPs (G)=2.1752026.03 | 0.258 | 0.873 | 0.871 | |
| PatchTSTFLOPs (G)=0.4842026.03 | 0.248 | 0.936 | 0.796 | |
| TimeMixerFLOPs (G)=1.1232026.03 | 0.203 | 0.795 | 0.732 |