Stock Ranking and Portfolio Management on Real-world stock dataset (Out-of-sample)
0.1148Information Coefficient (IC)RankIC
Evaluation Results
| Method | Links | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| RankICModel Category=Learning-to-rank-based2026.05 | 0.1148 | 0.1114 | 1.0308 | 54.15 | 2.22 | 8.31 | 0.923 | 64.29 | |
| NDCGModel Category=Learning-to-rank-based2026.05 | 0.0863 | 0.1063 | 0.8122 | 53.12 | 1.2 | 8.32 | 0.501 | 83.24 | |
| PairwiseModel Category=Learning-to-rank-based2026.05 | 0.0828 | 0.1153 | 0.7181 | 53.28 | 1.42 | 8.68 | 0.566 | 81.59 | |
| OLS RegressionModel Category=Regression-based2026.05 | 0.0471 | 0.0706 | 0.6663 | 50.77 | 0.97 | 4.56 | 0.74 | 43.78 | |
| MLP RegressionModel Category=Regression-based2026.05 | 0.0428 | 0.0531 | 0.8059 | 49.67 | 1.08 | 4.52 | 0.831 | 46.28 | |
| XGBoost RegressionModel Category=Regression-based2026.05 | 0.0418 | 0.0917 | 0.4561 | 49.24 | 1.25 | 6.21 | 0.696 | 58.29 |