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Closing Price Prediction on 20 S&P 500 Stocks (5-day horizon, test)

1.05MAPE

AE-NodeFormer

Updated 2mo ago

Evaluation Results

Method	Links
AE-NodeFormer 2026.03		1.05	1.25	67	0.7	63
AE-NodeFormer 2026.03		1.15	1.32	64	0.74	60
Integrated NF-BERT 2026.03		1.3	1.45	61	0.78	58
iTransformer 2026.03		1.35	1.5	59	0.8	57
PatchTST 2026.03		1.38	1.52	59	0.79	55
TimesNet 2026.03		1.4	1.55	58	0.81	56
HMM-LSTM 2026.03		1.45	1.6	59	0.82	55
BERT Sent. + LSTM 2026.03		1.48	1.65	57	0.83	54
Simple Transformer 2026.03		1.5	1.68	56	0.85	53
LSTM 2026.03		1.65	1.85	54	0.93	50
XGBoost 2026.03		1.68	1.88	54	0.92	50
MS-VAR 2026.03		1.7	1.9	53	0.95	49
VAR 2026.03		1.88	2.1	52	1	48
Random Forest 2026.03		1.92	2.15	52	1.02	48
ARIMA 2026.03		2.05	2.3	51	1.05	47
SVR 2026.03		2.1	2.35	50	1.08	46