Time-series forecasting on LOB
0.116RMSEMOSAIC
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| MOSAICLLM Backbone=Claude2026.05 | 0.116 | 0.083 | 3.7 | 3.7 | 100 | |
| TS-AgentLLM Backbone=Claude2026.05 | 0.143 | 0.101 | 4.5 | 4.5 | 100 | |
| MOSAICLLM Backbone=GPT-4o2026.05 | 0.149 | 0.112 | 5.1 | 5.1 | 100 | |
| MOSAICLLM Backbone=GPT-3.52026.05 | 0.15 | 0.112 | 5 | 5 | 100 | |
| TS-AgentLLM Backbone=GPT-4o2026.05 | 0.154 | 0.116 | 5.3 | 5.3 | 100 | |
| TS-AgentLLM Backbone=GPT-3.52026.05 | 0.158 | 0.115 | 5.2 | 5.2 | 100 | |
| MOSAICLLM Backbone=Nova2026.05 | 0.161 | 0.122 | 5.5 | 5.5 | 100 | |
| DS-AgentLLM Backbone=GPT-4o2026.05 | 0.171 | 0.121 | 5.5 | 5.4 | 100 | |
| TS-AgentLLM Backbone=Nova2026.05 | 0.174 | 0.13 | 5.8 | 5.8 | 100 | |
| DS-AgentLLM Backbone=Nova2026.05 | 0.183 | 0.126 | 5.9 | 5.9 | 60 | |
| DS-AgentLLM Backbone=GPT-3.52026.05 | 0.184 | 0.127 | 6.4 | 5.5 | 100 | |
| ResearchAgentLLM Backbone=Nova2026.05 | 0.192 | 0.142 | 6.1 | 6.1 | 60 | |
| DS-AgentLLM Backbone=Claude2026.05 | 0.196 | 0.14 | 6.3 | 6.3 | 60 | |
| ResearchAgentLLM Backbone=Claude2026.05 | 0.203 | 0.145 | 6.5 | 6.5 | 80 | |
| ResearchAgentLLM Backbone=GPT-3.52026.05 | 0.204 | 0.145 | 6.8 | 6.8 | 80 | |
| ResearchAgentLLM Backbone=GPT-4o2026.05 | 0.205 | 0.147 | 6.6 | 6.6 | 40 | |
| AutoGluon2026.05 | 0.215 | 0.123 | 6.6 | 6.6 | 100 |