Limit Order Book Prediction on FI-2010 100 ticks (test)
95.12Macro-F1BiNCTABL + Res-RCG
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| BiNCTABL + Res-RCGBackbone=BiNCTABL, Residual Variant=Res-RCG, Calibration Method=Sep-RS2026.06 | 95.12 | 0.12 | |
| BiNCTABL + Res-MSBackbone=BiNCTABL, Residual Variant=Res-MS, Calibration Method=Sep-RS2026.06 | 95.07 | 0.12 | |
| BiNCTABL + Res-ZBackbone=BiNCTABL, Residual Variant=Res-Z, Calibration Method=Sep-RS2026.06 | 95.05 | 0.1 | |
| BiNCTABLBackbone=BiNCTABL, Residual Variant=Base, Calibration Method=Iso2026.06 | 93.34 | 0.17 | |
| TLOB + Res-RCGBackbone=TLOB, Residual Variant=Res-RCG, Calibration Method=Hist2026.06 | 90.57 | 0.13 | |
| TLOB + Res-MSBackbone=TLOB, Residual Variant=Res-MS, Calibration Method=Final-RS2026.06 | 90.44 | 0.23 | |
| TLOB + Res-ZBackbone=TLOB, Residual Variant=Res-Z, Calibration Method=Final-RS2026.06 | 90.3 | 0.2 | |
| InceptionTime + Res-MSBackbone=InceptionTime, Residual Variant=Res-MS, Calibration Method=Sep-RS2026.06 | 90.05 | 0.06 | |
| InceptionTime + Res-ZBackbone=InceptionTime, Residual Variant=Res-Z, Calibration Method=Final-RS2026.06 | 89.66 | 0.17 | |
| InceptionTime + Res-RCGBackbone=InceptionTime, Residual Variant=Res-RCG, Calibration Method=EvoCal2026.06 | 89.5 | 0.13 | |
| TLOBBackbone=TLOB, Residual Variant=Base, Calibration Method=Final-RS2026.06 | 85.88 | 0.44 | |
| InceptionTimeBackbone=InceptionTime, Residual Variant=Base, Calibration Method=Final-RS2026.06 | 85.36 | 0.14 |