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 |