Prediction on FinTSR-Bench 1.0 (test A)
57.2Event PerformanceFinSTaR
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| FinSTaRModel Category=Financial TSRM (Ours)2026.05 | 57.2 | 80.5 | 74.4 | 79.5 | 51.5 | 65.8 | 68.2 | |
| TiDEModel Category=DL Forecasting2026.05 | 54.1 | 57.4 | 58.1 | 58.9 | 50.5 | 56.2 | 55.9 | |
| Chronos-1Model Category=DL Forecasting2026.05 | 53.4 | 69.4 | 50.2 | 47.9 | 50.1 | 53 | 54 | |
| Chronos-2Model Category=DL Forecasting2026.05 | 53.2 | 67.9 | 45.3 | 48 | 51.4 | 53.2 | 53.2 | |
| DriftModel Category=Statistical Forecasting2026.05 | 52.9 | 71 | 63.5 | 48 | 48.4 | 50.3 | 55.7 | |
| TFTModel Category=DL Forecasting2026.05 | 52.8 | 61.6 | 36.3 | 48 | 50.4 | 52.2 | 50.2 | |
| MAModel Category=Statistical Forecasting2026.05 | 51.2 | 60.1 | 45.1 | 50.6 | 50.8 | 59 | 52.8 | |
| MomentumModel Category=Statistical Forecasting2026.05 | 49.5 | 68.9 | 57.1 | 48 | 49.7 | 50.5 | 53.9 | |
| ETSModel Category=Statistical Forecasting2026.05 | 49.2 | 62.1 | 46.3 | 48 | 49.5 | 54.6 | 51.6 | |
| DeepARModel Category=DL Forecasting2026.05 | 49.1 | 64 | 50.4 | 48.2 | 48.4 | 56.4 | 52.8 | |
| PatchTSTModel Category=DL Forecasting2026.05 | 48.6 | 80.4 | 49.3 | 69.5 | 48.2 | 48.4 | 57.4 | |
| DLinearModel Category=DL Forecasting2026.05 | 47.9 | 63.8 | 64.9 | 58.2 | 46.4 | 55 | 56 | |
| Last ValueModel Category=Statistical Forecasting2026.05 | 42.7 | 61.7 | 49.9 | 48 | 48.5 | 50.3 | 50.2 |