Stock Price Prediction on 20 S&P 500 stocks universe (20-day horizon) benchmark leaderboard · SOTA2 Research

Stock Price Prediction on 20 S&P 500 stocks universe (20-day horizon)

1.55MAPEAE-NodeFormer

Evaluation Results

Method	Links
AE-NodeFormer2026.03		1.55	1.85	63	0.78	59
AE-NodeFormer2026.03		1.7	2	60	0.82	56
Integrated NF-BERT2026.03		1.9	2.15	57	0.85	54
iTransformer2026.03		2	2.22	56	0.86	53
PatchTST2026.03		2.05	2.28	55	0.84	53
TimesNet2026.03		2.08	2.3	56	0.85	52
HMM-LSTM2026.03		2.12	2.35	55	0.87	52
BERT Sent. + LSTM2026.03		2.2	2.45	54	0.88	51
Simple Transformer2026.03		2.25	2.52	53	0.9	50
LSTM2026.03		2.5	2.8	51	0.96	47
MS-VAR2026.03		2.55	2.85	50	0.98	46
XGBoost2026.03		2.6	2.9	51	0.98	47
VAR2026.03		2.85	3.2	49	1.05	45
Random Forest2026.03		2.9	3.25	49	1.08	45
ARIMA2026.03		3.1	3.45	48	1.12	44
SVR2026.03		3.2	3.55	47	1.15	43