Limit Order Book Prediction on FI-2010 10 ticks (test)
87.16Macro F1BiNCTABL + Res-Z
Evaluation results
| Method | Links | ||
|---|---|---|---|
| BiNCTABL + Res-ZBackbone=BiNCTABL, Residual Variant=Res-Z, Calibration Method=Hist2026.06 | 87.16 | 0.81 | |
| BiNCTABL + Res-RCGBackbone=BiNCTABL, Residual Variant=Res-RCG, Calibration Method=Hist2026.06 | 87.16 | 0.9 | |
| BiNCTABL + Res-MSBackbone=BiNCTABL, Residual Variant=Res-MS, Calibration Method=Hist2026.06 | 87.12 | 0.94 | |
| InceptionTime + Res-MSBackbone=InceptionTime, Residual Variant=Res-MS, Calibration Method=Sep-RS2026.06 | 83.63 | 0.96 | |
| InceptionTime + Res-ZBackbone=InceptionTime, Residual Variant=Res-Z, Calibration Method=Final-RS2026.06 | 82.98 | 0.8 | |
| TLOB + Res-RCGBackbone=TLOB, Residual Variant=Res-RCG, Calibration Method=Final-RS2026.06 | 82.88 | 1.25 | |
| TLOB + Res-ZBackbone=TLOB, Residual Variant=Res-Z, Calibration Method=Final-RS2026.06 | 82.67 | 1.06 | |
| TLOB + Res-MSBackbone=TLOB, Residual Variant=Res-MS, Calibration Method=Final-RS2026.06 | 82.6 | 1.32 | |
| InceptionTime + Res-RCGBackbone=InceptionTime, Residual Variant=Res-RCG, Calibration Method=Sep-RS2026.06 | 82.53 | 0.52 | |
| BiNCTABLBackbone=BiNCTABL, Residual Variant=Base, Calibration Method=Final-RS2026.06 | 82.06 | 1.08 | |
| InceptionTimeBackbone=InceptionTime, Residual Variant=Base, Calibration Method=EvoCal2026.06 | 76.53 | 1.31 | |
| TLOBBackbone=TLOB, Residual Variant=Base, Calibration Method=Final-RS2026.06 | 76.12 | 2.09 |