Stock Price Prediction on 20 S&P 500 stocks universe (20-day horizon)
1.55MAPEAE-NodeFormer
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| AE-NodeFormerSAC=true2026.03 | 1.55 | 1.85 | 63 | 0.78 | 59 | |
| AE-NodeFormerSAC=false2026.03 | 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 |