Time Series Forecasting on S&P 500 four time intervals ahead
0.37MAECAARL (GPT3)
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| CAARL (GPT3)Evaluation Protocol=Few-shot2026.04 | 0.37 | 0.24 | 0.93 | |
| CAARL (GPT4)Evaluation Protocol=Few-shot2026.04 | 0.37 | 0.25 | 0.92 | |
| CAARL (DAVINCI)Evaluation Protocol=Few-shot2026.04 | 0.37 | 0.24 | 0.93 | |
| TFTEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.59 | 0.53 | 1.04 | |
| DLinearEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.59 | 0.53 | 1 | |
| P-TSTEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.59 | 0.53 | 1 | |
| CAARL (GPT3)Evaluation Protocol=Zero-shot2026.04 | 0.61 | 0.7 | 1.6 | |
| CAARL (GPT4)Evaluation Protocol=Zero-shot2026.04 | 0.61 | 0.7 | 1.6 | |
| CAARL (DAVINCI)Evaluation Protocol=Zero-shot2026.04 | 0.61 | 0.7 | 1.6 | |
| TGCNNEvaluation Protocol=Few-shot, Category=Graph-based2026.04 | 0.65 | 0.77 | — | |
| RGCNNEvaluation Protocol=Few-shot, Category=Graph-based2026.04 | 0.66 | 0.77 | — | |
| DCRNNEvaluation Protocol=Few-shot, Category=Graph-based2026.04 | 0.66 | 0.78 | — | |
| TimesNetEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.71 | 0.63 | 1.17 | |
| FEDformerEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.75 | 0.67 | 1.27 | |
| AutoformerEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.81 | 0.71 | 1.37 | |
| InformerEvaluation Protocol=Few-shot, Category=Transformers2026.04 | 0.84 | 0.75 | 1.42 | |
| SVREvaluation Protocol=Few-shot, Category=Multivariate2026.04 | 3.1 | 13.1 | 2.51 | |
| GPREvaluation Protocol=Few-shot, Category=Multivariate2026.04 | 3.1 | 13.1 | 2.51 | |
| VAREvaluation Protocol=Few-shot, Category=Multivariate2026.04 | — | — | 2.55 |