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Financial Forecasting on Financial Market Data (test)
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0.0107
MAE (Return)
HQFS
0.010624
0.011137
0.01165
0.012163
Feb 19, 2026
MAE (Return)
MSE (Return)
Directional Accuracy (Return)
MAE (Sigma)
MSE (Sigma)
Correlation Coefficient
Updated 3mo ago
Evaluation Results
Method
Method
Links
MAE (Return)
MSE (Return)
Directional Accuracy (Return)
MAE (Sigma)
MSE (Sigma)
Correlation Coefficient
HQFS
seeds=5
2026.02
0.0107
0.0002
57.8
0.0086
0.0001
0.63
Transformer
seeds=5
2026.02
0.0112
0.0002
56.1
0.0091
0.0001
0.58
TCN
seeds=5
2026.02
0.0114
0.0002
55.6
0.0093
0.0001
0.56
GRU
seeds=5
2026.02
0.0116
0.0002
55.1
0.0095
0.0002
0.54
LSTM
seeds=5
2026.02
0.0118
0.0002
54.6
0.0097
0.0002
0.52
ARIMA
seeds=5
2026.02
0.0126
0.0002
52.1
0.0109
0.0002
0.41
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