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Limit Order Book Prediction research benchmarks · SOTA2 Research

Limit Order Book Prediction

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

FI-2010 100 ticks (test)

BiNCTABL + Res-RCG

95.12Macro-F1

12

Jun 16, 2026

FI-2010 50 ticks (test)

BiNCTABL + Res-MS

92.17Macro F1

12

Jun 16, 2026

FI-2010 20 ticks (test)

BiNCTABL + Res-MS

0.832Macro F1 Score

12

Jun 16, 2026

FI-2010 10 ticks (test)

BiNCTABL + Res-Z

87.16Macro F1

12

Jun 16, 2026

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