Stock Ranking on S&P 500 2022–2024 (test)
0.0141RankICPRISM-VQ
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| PRISM-VQ2026.05 | 0.0141 | 0.1208 | 0.1442 | 16.16 | 0.6701 | |
| DTML2026.05 | 0.0089 | 0.057 | 0.0667 | 31.45 | 0.2726 | |
| TCN2026.05 | 0.0084 | 0.0722 | 0.088 | 25.28 | 0.3841 | |
| XGB2026.05 | 0.0077 | 0.0713 | 0.1088 | 20.79 | 0.4323 | |
| CAE2026.05 | 0.0063 | 0.0527 | 0.0825 | 21.04 | 0.3952 | |
| MATCC2026.05 | 0.0061 | 0.0478 | 0.1147 | 22.83 | 0.5164 | |
| GRU2026.05 | 0.0057 | 0.0445 | 0.0867 | 31.23 | 0.3425 | |
| Trans2026.05 | 0.0054 | 0.0436 | 0.1004 | 26.34 | 0.4025 | |
| MASTER2026.05 | 0.0051 | 0.0321 | 0.1084 | 18.61 | 0.4662 | |
| VQVAE2026.05 | 0.0046 | 0.0346 | 0.1109 | 18.68 | 0.537 | |
| VAE2026.05 | 0.0043 | 0.0402 | 0.0734 | 25.71 | 0.3702 |