Nasdaq
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Short-term Forecasting | NASDAQ | MSE0.114 | 60 | |
| Time-series Forecasting | Nasdaq | RMSE0.11 | 36 | |
| Stock price forecasting | NASDAQ | IC0.044 | 15 | |
| Time Series Forecasting | NASDAQ | MSE0.0007 | 14 | |
| Time Series Forecasting | NASDAQ | MAE0.0213 | 14 | |
| Time Series Forecasting | NASDAQ | Normalized MSE0.6494 | 14 | |
| Financial Forecasting | NASDAQ-100 | IC2.38 | 12 | |
| Probabilistic Forecasting | Nasdaq (test) | CRPS0.331 | 12 | |
| Multivariate Time Series Classification | NASDAQ | Accuracy46.76 | 9 | |
| Long-term forecasting | NASDAQ | MSE0.649 | 8 | |
| Volatility forecasting | NASDAQ | MAE1.67 | 8 | |
| Time Series Forecasting | NASDAQ Out-of-domain | MSE0.735 | 7 | |
| Probabilistic Forecasting | Nasdaq | CRPS0.353 | 6 | |
| Event-Driven Financial Forecasting | NASDAQ latest (test) | MSE3.08 | 3 | |
| Probabilistic Forecasting | Nasdaq | ΔNLPD-6.2 | 3 | |
| Time Series Generation | NASDAQ 2019 | SWD (Frequency Domain)45.812 | 2 |
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