Limit Order Book Prediction on FI-2010 50 ticks (test)
92.17Macro F1BiNCTABL + Res-MS
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| BiNCTABL + Res-MSBackbone=BiNCTABL, Residual Variant=Res-MS, Calibration Method=Iso2026.06 | 92.17 | 0.05 | |
| BiNCTABL + Res-RCGBackbone=BiNCTABL, Residual Variant=Res-RCG, Calibration Method=Sep-RS2026.06 | 92.14 | 0.08 | |
| BiNCTABL + Res-ZBackbone=BiNCTABL, Residual Variant=Res-Z, Calibration Method=Sep-RS2026.06 | 92.01 | 0.08 | |
| BiNCTABLBackbone=BiNCTABL, Residual Variant=Base, Calibration Method=Iso2026.06 | 88.67 | 0.03 | |
| TLOB + Res-MSBackbone=TLOB, Residual Variant=Res-MS, Calibration Method=Iso2026.06 | 88.44 | 0.06 | |
| InceptionTime + Res-MSBackbone=InceptionTime, Residual Variant=Res-MS, Calibration Method=EvoCal2026.06 | 88.24 | 0.03 | |
| TLOB + Res-ZBackbone=TLOB, Residual Variant=Res-Z, Calibration Method=Iso2026.06 | 88.08 | 0.04 | |
| TLOB + Res-RCGBackbone=TLOB, Residual Variant=Res-RCG, Calibration Method=Final-RS2026.06 | 88.02 | 0.15 | |
| InceptionTime + Res-ZBackbone=InceptionTime, Residual Variant=Res-Z, Calibration Method=Iso2026.06 | 87.88 | 0.03 | |
| InceptionTime + Res-RCGBackbone=InceptionTime, Residual Variant=Res-RCG, Calibration Method=EvoCal2026.06 | 87.57 | 0.02 | |
| InceptionTimeBackbone=InceptionTime, Residual Variant=Base, Calibration Method=EvoCal2026.06 | 82.41 | 0.15 | |
| TLOBBackbone=TLOB, Residual Variant=Base, Calibration Method=Mat2026.06 | 81.82 | 0.04 |