Limit Order Book Prediction on FI-2010 20 ticks (test)
0.8316Macro F1 ScoreBiNCTABL + Res-MS
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| BiNCTABL + Res-MSBackbone=BiNCTABL, Residual Variant=Res-MS, Calibration Method=Iso2026.06 | 0.8316 | 0.54 | |
| BiNCTABL + Res-RCGBackbone=BiNCTABL, Residual Variant=Res-RCG, Calibration Method=Hist2026.06 | 0.825 | 0.69 | |
| BiNCTABL + Res-ZBackbone=BiNCTABL, Residual Variant=Res-Z, Calibration Method=Iso2026.06 | 0.823 | 0.61 | |
| InceptionTime + Res-MSBackbone=InceptionTime, Residual Variant=Res-MS, Calibration Method=Hist2026.06 | 0.8139 | 0.65 | |
| InceptionTime + Res-ZBackbone=InceptionTime, Residual Variant=Res-Z, Calibration Method=Hist2026.06 | 0.808 | 0.43 | |
| TLOB + Res-RCGBackbone=TLOB, Residual Variant=Res-RCG, Calibration Method=Final-RS2026.06 | 0.8074 | 0.57 | |
| TLOB + Res-MSBackbone=TLOB, Residual Variant=Res-MS, Calibration Method=Hist2026.06 | 0.802 | 0.88 | |
| InceptionTime + Res-RCGBackbone=InceptionTime, Residual Variant=Res-RCG, Calibration Method=EvoCal2026.06 | 0.8007 | 0.21 | |
| TLOB + Res-ZBackbone=TLOB, Residual Variant=Res-Z, Calibration Method=Final-RS2026.06 | 0.7987 | 0.36 | |
| BiNCTABLBackbone=BiNCTABL, Residual Variant=Base, Calibration Method=Final-RS2026.06 | 0.7452 | 0.9 | |
| InceptionTimeBackbone=InceptionTime, Residual Variant=Base, Calibration Method=Final-RS2026.06 | 0.7267 | 0.82 | |
| TLOBBackbone=TLOB, Residual Variant=Base, Calibration Method=Final-RS2026.06 | 0.7066 | 1.13 |