Stock Ranking on CSI 300 2022–2024 (test)
0.0646RankICPRISM-VQ
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| PRISM-VQ2026.05 | 0.0646 | 0.4224 | 0.3077 | 0.1924 | 1.5694 | |
| DTML2026.05 | 0.0625 | 0.4076 | 0.2589 | 0.2069 | 1.1228 | |
| GRU2026.05 | 0.059 | 0.3756 | 0.2347 | 0.2288 | 1.2221 | |
| VQVAE2026.05 | 0.0552 | 0.3641 | 0.2129 | 0.2074 | 1.0645 | |
| TCN2026.05 | 0.0518 | 0.316 | 0.2281 | 0.2118 | 1.1879 | |
| VAE2026.05 | 0.0502 | 0.336 | 0.1811 | 0.1906 | 1.0265 | |
| XGB2026.05 | 0.0496 | 0.3363 | 0.243 | 0.2353 | 1.1549 | |
| Trans2026.05 | 0.0495 | 0.31 | 0.2384 | 0.2478 | 1.1339 | |
| MATCC2026.05 | 0.0493 | 0.3295 | 0.2316 | 0.2299 | 1.0656 | |
| CAE2026.05 | 0.0444 | 0.2843 | 0.2194 | 0.2322 | 1.0393 | |
| MASTER2026.05 | 0.0401 | 0.2453 | 0.2193 | 0.2481 | 0.9101 |