Stock Ranking on CSI500 Alpha158 (test)
0.0877ICACT
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| ACT2026.04 | 0.0877 | 0.8522 | 0.0907 | 0.9216 | |
| iTransformer2026.04 | 0.0845 | 0.6325 | 0.0707 | 0.5858 | |
| XGBoost2026.04 | 0.0601 | 0.5484 | 0.054 | 0.6102 | |
| TCN2026.04 | 0.0593 | 0.5971 | 0.0523 | 0.5653 | |
| GRU2026.04 | 0.0578 | 0.5608 | 0.0646 | 0.6971 | |
| Transformer2026.04 | 0.0529 | 0.4706 | 0.0523 | 0.5693 | |
| ALSTM2026.04 | 0.0506 | 0.4625 | 0.058 | 0.5784 | |
| LSTM2026.04 | 0.0466 | 0.4623 | 0.0522 | 0.55 | |
| Localformer2026.04 | 0.0466 | 0.4275 | 0.0554 | 0.5901 | |
| GAT2026.04 | 0.045 | 0.3195 | 0.0382 | 0.3045 | |
| CatBoost2026.04 | 0.0449 | 0.3707 | 0.041 | 0.4336 | |
| LightGBM2026.04 | 0.0442 | 0.3604 | 0.0409 | 0.4266 | |
| TimeMixer2026.04 | 0.0349 | 0.267 | 0.0384 | 0.3133 | |
| FreqCycle2026.04 | 0.0348 | 0.2634 | 0.0344 | 0.2664 | |
| DoubleEnsemble2026.04 | 0.0331 | 0.2802 | 0.034 | 0.3343 | |
| TabNet2026.04 | 0.032 | 0.3069 | 0.0331 | 0.362 | |
| SFM2026.04 | 0.0274 | 0.2449 | 0.0304 | 0.3362 |