Stock Ranking on CSI300 Alpha158 (test) benchmark leaderboard · SOTA2 Research

Stock Ranking on CSI300 Alpha158 (test)

0.0692ICACT

Evaluation Results

Method	Links
ACT2026.04		0.0692	0.6955	0.0786	0.781
XGBoost2026.04		0.0528	0.4338	0.0476	0.4482
iTransformer2026.04		0.0456	0.339	0.0301	0.2508
LightGBM2026.04		0.036	0.3024	0.0371	0.3453
ALSTM2026.04		0.0355	0.3108	0.0395	0.3712
CatBoost2026.04		0.035	0.2991	0.036	0.3491
TCN2026.04		0.0349	0.3109	0.041	0.3739
GAT2026.04		0.0346	0.2609	0.0216	0.1835
SFM2026.04		0.034	0.2959	0.0306	0.3009
Transformer2026.04		0.0329	0.2809	0.0394	0.365
FreqCycle2026.04		0.0325	0.2519	0.0253	0.2136
GRU2026.04		0.031	0.2708	0.0399	0.3756
TabNet2026.04		0.0294	0.2478	0.0326	0.3089
Localformer2026.04		0.0285	0.2439	0.0399	0.3728
LSTM2026.04		0.0276	0.2239	0.0347	0.3312
DoubleEnsemble2026.04		0.027	0.2239	0.0332	0.3117
TimeMixer2026.04		0.0234	0.1899	0.0137	0.1135