Financial Time Series Forecasting
Benchmarks
DatasetSOTA methodMetricTrendResultsLast updated
0.907AR
26
Mar 19, 2026
1.913Annualized Return (AR)
26
Mar 19, 2026
0.261AR (Annualized Return)
26
Mar 19, 2026
0.986AR
26
Mar 19, 2026
0.469Average Return (AR)
26
Mar 19, 2026
0.001FLOPs (G)
18
Mar 19, 2026
0.012RMSE
6
Mar 20, 2026
4.011RMSE
6
Mar 20, 2026
0.542RMSE
6
Mar 20, 2026
0.763RMSE
6
Mar 20, 2026
0.341MAE (H1)
6
Feb 26, 2026
0.577MAE (H1)
6
Feb 26, 2026
0.106MAE (H1)
6
Feb 26, 2026
0.003RMSE
3
May 20, 2026