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S&P500

Benchmarks

Task NameDataset NameSOTA ResultTrend
Time Series ForecastingS&P500 (test)
MSE0.008
45
Event-Driven Financial ForecastingS&P500 latest (test)
MSE3.38
39
Stock price forecastingS&P500
IC0.05
15
Time Series ForecastingS&P500 2020–2024 (overall average)
Correlation (Corr)0.0363
8
Time Series ForecastingS&P500 2024
Correlation0.0283
8
Time Series ForecastingS&P500 2023
Correlation0.0405
8
Time Series ForecastingS&P500 2022
Correlation0.0426
8
Time Series ForecastingS&P500 2021
Correlation (Corr)0.0365
8
Time Series ForecastingS&P500 2020
Correlation0.0339
8
Volatility forecastingS&P500
MAE1.14
8
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