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ResearchFormerly WizWand

Time Series Forecasting on Stock Market

8.39MAPENexus
7.991610.680813.3716.0592May 14, 2026
Updated 5mo ago

Evaluation results

MethodLinks
NexusHorizon=Short (hS = 6), Evaluation Model=Claude-4.5-Sonnet2026.058.3914.2538
NexusHorizon=Short (hZ=4, hS=6), Generative Model=Claude-4.5-Sonnet2026.058.3914.2538
CoT BaselineHorizon=Short (hS = 6), Evaluation Model=Claude-4.5-Sonnet2026.058.413.9589
CoT BaselineHorizon=Short (hZ=4, hS=6), Generative Model=Claude-4.5-Sonnet2026.058.413.9589
TimesFM-2.5Horizon=Short (hS = 6), Evaluation Model=Claude-4.5-Sonnet2026.058.4114.8316
TimesFM-2.5Horizon=Short (hZ=4, hS=6), Generative Model=Gemini-3.1-Pro2026.058.4114.8316
TimesFM-2.5Horizon=Short (hZ=4, hS=6), Generative Model=Claude-4.5-Sonnet2026.058.4114.8316
NexusHorizon=Short (hZ=4, hS=6), Generative Model=Gemini-3.1-Pro2026.058.6815.0876
CoT BaselineHorizon=Short (hZ=4, hS=6), Generative Model=Gemini-3.1-Pro2026.059.3416.2793
CoT BaselineHorizon=Medium (hS = 13), Evaluation Model=Claude-4.5-Sonnet2026.0511.1920.9711
CoT BaselineHorizon=Medium (hZ=8, hS=13), Generative Model=Claude-4.5-Sonnet2026.0511.1920.9711
NexusHorizon=Medium (hS = 13), Evaluation Model=Claude-4.5-Sonnet2026.0511.4921.1109
NexusHorizon=Medium (hZ=8, hS=13), Generative Model=Claude-4.5-Sonnet2026.0511.4921.1109
NexusHorizon=Average, Evaluation Model=Claude-4.5-Sonnet2026.0511.8922.3661
NexusHorizon=Average, Generative Model=Claude-4.5-Sonnet2026.0511.8922.3661
CoT BaselineHorizon=Average, Evaluation Model=Claude-4.5-Sonnet2026.0512.0122.538
CoT BaselineHorizon=Average, Generative Model=Claude-4.5-Sonnet2026.0512.0122.538
TimesFM-2.5Horizon=Medium (hS = 13), Evaluation Model=Claude-4.5-Sonnet2026.0512.0722.6023
TimesFM-2.5Horizon=Medium (hZ=8, hS=13), Generative Model=Gemini-3.1-Pro2026.0512.0722.6023
TimesFM-2.5Horizon=Medium (hZ=8, hS=13), Generative Model=Claude-4.5-Sonnet2026.0512.0722.6023
NexusHorizon=Average, Generative Model=Gemini-3.1-Pro2026.0512.3822.8405
NexusHorizon=Medium (hZ=8, hS=13), Generative Model=Gemini-3.1-Pro2026.0512.4922.8013
TimesFM-2.5Horizon=Average, Evaluation Model=Claude-4.5-Sonnet2026.0512.9424.3941
TimesFM-2.5Horizon=Average, Generative Model=Gemini-3.1-Pro2026.0512.9424.3941
TimesFM-2.5Horizon=Average, Generative Model=Claude-4.5-Sonnet2026.0512.9424.3941
CoT BaselineHorizon=Average, Generative Model=Gemini-3.1-Pro2026.0513.3424.9174
CoT BaselineHorizon=Medium (hZ=8, hS=13), Generative Model=Gemini-3.1-Pro2026.0513.5924.425
NexusHorizon=Long (hS = 26), Evaluation Model=Claude-4.5-Sonnet2026.0515.7831.7336
NexusHorizon=Long (hZ=13, hS=26), Generative Model=Claude-4.5-Sonnet2026.0515.7831.7336
NexusHorizon=Long (hZ=13, hS=26), Generative Model=Gemini-3.1-Pro2026.0515.9730.6326
CoT BaselineHorizon=Long (hS = 26), Evaluation Model=Claude-4.5-Sonnet2026.0516.4532.684
CoT BaselineHorizon=Long (hZ=13, hS=26), Generative Model=Claude-4.5-Sonnet2026.0516.4532.684
CoT BaselineHorizon=Long (hZ=13, hS=26), Generative Model=Gemini-3.1-Pro2026.0517.0934.048
TimesFM-2.5Horizon=Long (hS = 26), Evaluation Model=Claude-4.5-Sonnet2026.0518.3535.7485
TimesFM-2.5Horizon=Long (hZ=13, hS=26), Generative Model=Gemini-3.1-Pro2026.0518.3535.7485
TimesFM-2.5Horizon=Long (hZ=13, hS=26), Generative Model=Claude-4.5-Sonnet2026.0518.3535.7485