Stock Index Forecasting on S&P 500 (test)
35.2MAEModified Transformer + Cosine Annealing + SDA
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Modified Transformer + Cosine Annealing + SDALearning Rate Scheduler=Cosine Annealing, Data Augmentation=Shifted Data Augmentation (SDA), Architecture=Modified Transformer2026.06 | 35.2 | 52.03 | 0.64 | |
| Modified Transformer + Cosine AnnealingLearning Rate Scheduler=Cosine Annealing, Architecture=Modified Transformer2026.06 | 109.8 | 170.5 | 1.81 | |
| Modified Transformer + Generalized Inverse-PowerLearning Rate Scheduler=Generalized Inverse-Power, Architecture=Modified Transformer2026.06 | 187 | 260.2 | 3.05 | |
| Baseline TransformerConfiguration=Baseline2026.06 | 363.9 | 532.5 | 5.86 |