Time Series Forecasting on Stock Market
8.39MAPENexus
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| NexusHorizon=Short (hS = 6), Evaluation Model=Claude-4.5-Sonnet2026.05 | 8.39 | 14.2538 | |
| NexusHorizon=Short (hZ=4, hS=6), Generative Model=Claude-4.5-Sonnet2026.05 | 8.39 | 14.2538 | |
| CoT BaselineHorizon=Short (hS = 6), Evaluation Model=Claude-4.5-Sonnet2026.05 | 8.4 | 13.9589 | |
| CoT BaselineHorizon=Short (hZ=4, hS=6), Generative Model=Claude-4.5-Sonnet2026.05 | 8.4 | 13.9589 | |
| TimesFM-2.5Horizon=Short (hS = 6), Evaluation Model=Claude-4.5-Sonnet2026.05 | 8.41 | 14.8316 | |
| TimesFM-2.5Horizon=Short (hZ=4, hS=6), Generative Model=Gemini-3.1-Pro2026.05 | 8.41 | 14.8316 | |
| TimesFM-2.5Horizon=Short (hZ=4, hS=6), Generative Model=Claude-4.5-Sonnet2026.05 | 8.41 | 14.8316 | |
| NexusHorizon=Short (hZ=4, hS=6), Generative Model=Gemini-3.1-Pro2026.05 | 8.68 | 15.0876 | |
| CoT BaselineHorizon=Short (hZ=4, hS=6), Generative Model=Gemini-3.1-Pro2026.05 | 9.34 | 16.2793 | |
| CoT BaselineHorizon=Medium (hS = 13), Evaluation Model=Claude-4.5-Sonnet2026.05 | 11.19 | 20.9711 | |
| CoT BaselineHorizon=Medium (hZ=8, hS=13), Generative Model=Claude-4.5-Sonnet2026.05 | 11.19 | 20.9711 | |
| NexusHorizon=Medium (hS = 13), Evaluation Model=Claude-4.5-Sonnet2026.05 | 11.49 | 21.1109 | |
| NexusHorizon=Medium (hZ=8, hS=13), Generative Model=Claude-4.5-Sonnet2026.05 | 11.49 | 21.1109 | |
| NexusHorizon=Average, Evaluation Model=Claude-4.5-Sonnet2026.05 | 11.89 | 22.3661 | |
| NexusHorizon=Average, Generative Model=Claude-4.5-Sonnet2026.05 | 11.89 | 22.3661 | |
| CoT BaselineHorizon=Average, Evaluation Model=Claude-4.5-Sonnet2026.05 | 12.01 | 22.538 | |
| CoT BaselineHorizon=Average, Generative Model=Claude-4.5-Sonnet2026.05 | 12.01 | 22.538 | |
| TimesFM-2.5Horizon=Medium (hS = 13), Evaluation Model=Claude-4.5-Sonnet2026.05 | 12.07 | 22.6023 | |
| TimesFM-2.5Horizon=Medium (hZ=8, hS=13), Generative Model=Gemini-3.1-Pro2026.05 | 12.07 | 22.6023 | |
| TimesFM-2.5Horizon=Medium (hZ=8, hS=13), Generative Model=Claude-4.5-Sonnet2026.05 | 12.07 | 22.6023 | |
| NexusHorizon=Average, Generative Model=Gemini-3.1-Pro2026.05 | 12.38 | 22.8405 | |
| NexusHorizon=Medium (hZ=8, hS=13), Generative Model=Gemini-3.1-Pro2026.05 | 12.49 | 22.8013 | |
| TimesFM-2.5Horizon=Average, Evaluation Model=Claude-4.5-Sonnet2026.05 | 12.94 | 24.3941 | |
| TimesFM-2.5Horizon=Average, Generative Model=Gemini-3.1-Pro2026.05 | 12.94 | 24.3941 | |
| TimesFM-2.5Horizon=Average, Generative Model=Claude-4.5-Sonnet2026.05 | 12.94 | 24.3941 | |
| CoT BaselineHorizon=Average, Generative Model=Gemini-3.1-Pro2026.05 | 13.34 | 24.9174 | |
| CoT BaselineHorizon=Medium (hZ=8, hS=13), Generative Model=Gemini-3.1-Pro2026.05 | 13.59 | 24.425 | |
| NexusHorizon=Long (hS = 26), Evaluation Model=Claude-4.5-Sonnet2026.05 | 15.78 | 31.7336 | |
| NexusHorizon=Long (hZ=13, hS=26), Generative Model=Claude-4.5-Sonnet2026.05 | 15.78 | 31.7336 | |
| NexusHorizon=Long (hZ=13, hS=26), Generative Model=Gemini-3.1-Pro2026.05 | 15.97 | 30.6326 | |
| CoT BaselineHorizon=Long (hS = 26), Evaluation Model=Claude-4.5-Sonnet2026.05 | 16.45 | 32.684 | |
| CoT BaselineHorizon=Long (hZ=13, hS=26), Generative Model=Claude-4.5-Sonnet2026.05 | 16.45 | 32.684 | |
| CoT BaselineHorizon=Long (hZ=13, hS=26), Generative Model=Gemini-3.1-Pro2026.05 | 17.09 | 34.048 | |
| TimesFM-2.5Horizon=Long (hS = 26), Evaluation Model=Claude-4.5-Sonnet2026.05 | 18.35 | 35.7485 | |
| TimesFM-2.5Horizon=Long (hZ=13, hS=26), Generative Model=Gemini-3.1-Pro2026.05 | 18.35 | 35.7485 | |
| TimesFM-2.5Horizon=Long (hZ=13, hS=26), Generative Model=Claude-4.5-Sonnet2026.05 | 18.35 | 35.7485 |