Stock Price Prediction on FNSPID (test)
0.0781MSETransformer + Siamese Network
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| Transformer + Siamese Networkoptimization=Contrastive Learning, network=Siamese Network2026.05 | 0.0781 | 0.1445 | 96.9052 | |
| Transformer + Embeddings (Frozen FinBERT)encoder=FinBERT, finbert_state=frozen2026.05 | 0.165 | 0.2257 | 93.4614 | |
| Transformer + Attention Weighted Aggregationaggregation=Stock-specific attention2026.05 | 0.199 | 0.2534 | 92.115 | |
| Transformer Baseline (Sentiment Score)sentiment=precomputed score2026.05 | 0.1995 | 0.2836 | 92.0964 | |
| Transformer Baseline (No Sentiment)sentiment=none2026.05 | 0.2443 | 0.2987 | 90.3198 | |
| Transformer + Unfreezing FinBERT (1 epoch)encoder=FinBERT, finbert_state=unfrozen, fine_tuning_epochs=12026.05 | 2.4061 | 0.8673 | 4.6657 |