Stock Index Forecasting on VN30 (test)
11.28MAEModified 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 | 11.28 | 17.28 | 0.8 | |
| Modified Transformer + Cosine AnnealingLearning Rate Scheduler=Cosine Annealing, Architecture=Modified Transformer2026.06 | 14.92 | 21.79 | 1.03 | |
| Modified Transformer + Generalized Inverse-PowerLearning Rate Scheduler=Generalized Inverse-Power, Architecture=Modified Transformer2026.06 | 20.85 | 36.32 | 1.3 | |
| Baseline TransformerConfiguration=Baseline2026.06 | 39.46 | 74.23 | 2.38 |