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1-day ahead Closing Price Prediction on 20 S&P 500 stocks 2017-2025 (test)

0.59MAPE

AE-NodeFormer

Updated 2mo ago

Evaluation Results

Method	Links
AE-NodeFormer 2026.03		0.59	0.82	72	0.64	67
AE-NodeFormer 2026.03		0.68	0.88	69	0.68	64
Integrated NF-BERT 2026.03		0.8	0.95	65	0.72	62
iTransformer 2026.03		0.82	0.97	64	0.73	61
PatchTST 2026.03		0.83	0.98	64	0.74	59
TimesNet 2026.03		0.85	1	63	0.75	59
HMM-LSTM 2026.03		0.87	1.02	64	0.76	60
Simple Transformer 2026.03		0.9	1.1	61	0.8	57
BERT Sent. + LSTM 2026.03		0.9	1.05	62	0.78	58
XGBoost 2026.03		1	1.15	59	0.85	55
LSTM 2026.03		1	1.2	58	0.88	54
MS-VAR 2026.03		1.02	1.22	57	0.9	53
VAR 2026.03		1.1	1.3	56	0.95	52
Random Forest 2026.03		1.1	1.25	57	0.92	53
ARIMA 2026.03		1.2	1.35	55	0.98	51
SVR 2026.03		1.2	1.4	54	1.02	50