Stock Movement Prediction on Stocknet 01/10/2015 to 01/01/2016 (test)
78.5AccuracyNL-LSTM
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| NL-LSTM2024.12 | 78.5 | — | 0.587 | |
| Higher Order Transformers2024.12 | 72.94 | 72.23 | 0.516 | |
| TEANet2024.12 | 65.16 | — | 0.364 | |
| CapTE2024.12 | 64.22 | — | 0.348 | |
| Yangjia et al.2024.12 | 62.6 | 61.1 | 0.228 | |
| MAN-SF2024.12 | 60.8 | 60.5 | 0.195 | |
| SLOT2024.12 | 58.7 | — | 0.2065 | |
| StockNet2024.12 | 58.2 | 57.5 | 0.081 | |
| HAN2024.12 | 57.6 | 57.2 | 0.052 | |
| HATS2024.12 | 56.02 | 56.22 | 0.117 | |
| ChatGPTzero-shot=true2024.12 | 52.1 | 51.7 | 0.038 | |
| ARIMA2024.12 | 51.4 | 51.3 | -0.021 | |
| RAND2024.12 | 50.9 | 50.2 | -0.002 |