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Multivariate Financial Forecasting research benchmarks · SOTA2 Research

Multivariate Financial Forecasting

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Multivariate Financial Data d=10 NVDA and others (302 rolling evaluation windows)

0.499CRPS

6

May 12, 2026

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Multivariate Financial Data

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