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ResearchFormerly WizWand

Limit Order Book Prediction on FI-2010 20 ticks (test)

0.8316Macro F1 ScoreBiNCTABL + Res-MS
0.70160.735350.76910.80285Jun 14, 2026
Updated 4mo ago

Evaluation results

MethodLinks
BiNCTABL + Res-MSBackbone=BiNCTABL, Residual Variant=Res-MS, Calibration Method=Iso2026.060.83160.54
BiNCTABL + Res-RCGBackbone=BiNCTABL, Residual Variant=Res-RCG, Calibration Method=Hist2026.060.8250.69
BiNCTABL + Res-ZBackbone=BiNCTABL, Residual Variant=Res-Z, Calibration Method=Iso2026.060.8230.61
InceptionTime + Res-MSBackbone=InceptionTime, Residual Variant=Res-MS, Calibration Method=Hist2026.060.81390.65
InceptionTime + Res-ZBackbone=InceptionTime, Residual Variant=Res-Z, Calibration Method=Hist2026.060.8080.43
TLOB + Res-RCGBackbone=TLOB, Residual Variant=Res-RCG, Calibration Method=Final-RS2026.060.80740.57
TLOB + Res-MSBackbone=TLOB, Residual Variant=Res-MS, Calibration Method=Hist2026.060.8020.88
InceptionTime + Res-RCGBackbone=InceptionTime, Residual Variant=Res-RCG, Calibration Method=EvoCal2026.060.80070.21
TLOB + Res-ZBackbone=TLOB, Residual Variant=Res-Z, Calibration Method=Final-RS2026.060.79870.36
BiNCTABLBackbone=BiNCTABL, Residual Variant=Base, Calibration Method=Final-RS2026.060.74520.9
InceptionTimeBackbone=InceptionTime, Residual Variant=Base, Calibration Method=Final-RS2026.060.72670.82
TLOBBackbone=TLOB, Residual Variant=Base, Calibration Method=Final-RS2026.060.70661.13