High-Frequency Trading on Tick-level trading data
0.0289RMSEUnified Multi-Modal Financial AI Framework
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| Unified Multi-Modal Financial AI Framework2026.06 | 0.0289 | 0.0214 | 78.5 | 77.9 | 76.4 | — | — | |
| HFT Module2026.06 | 0.0421 | 0.0304 | 71.4 | 70.8 | 69.5 | 78 | 1.53 | |
| DeepLOB2026.06 | 0.0487 | 0.0352 | 66.8 | 66.1 | 64.8 | 91 | 1.42 | |
| Transformer2026.06 | 0.0543 | 0.0398 | 63.2 | 62.8 | 61.4 | 83 | 1.34 | |
| LSTM2026.06 | 0.0612 | 0.0453 | 58.7 | 58.2 | 56.3 | 47 | 1.21 | |
| ARIMA2026.06 | 0.0834 | 0.0621 | 52.3 | 51.4 | 49.7 | 12 | 1.08 |