Financial Time Series Forecasting on CSI300

0.469Average Return (AR)

TIPS (Distilled Student)

Updated 1mo ago

Evaluation Results

Method
TIPS (Distilled Student) 2026.03	0.469	1.343	1.523
TIPS (Distilled Student) 2026.03	0.438	1.225	1.39
Bias Teacher Ensemble 2026.03	0.353	1.152	1.163
Bias Teacher Ensemble 2026.03	0.322	1.052	1.062
Ensemble (Classical Architecture) 2026.03	0.291	1.061	0.992
Transformer 2026.03	0.287	0.915	0.828
TCN 2026.03	0.278	1.169	1.231
Ensemble 2026.03	0.26	0.945	0.883
Transformer 2026.03	0.256	0.815	0.738
TCN 2026.03	0.247	1.038	1.093
LSTM 2026.03	0.213	0.842	0.674
GRU 2026.03	0.211	0.875	0.716
iTransformer 2026.03	0.207	0.801	0.655
RankLSTM 2026.03	0.205	0.753	0.663
Ensemble (Generic Time Series SOTA) 2026.03	0.187	0.79	0.745
LSTM 2026.03	0.182	0.719	0.575
GRU 2026.03	0.18	0.747	0.611
Mamba 2026.03	0.17	0.648	0.536
StockMixer 2026.03	0.17	0.692	0.518
Ensemble (Financial Time Series Specialist) 2026.03	0.17	0.693	0.519
MASTER 2026.03	0.167	0.675	0.537
TimeMixer 2026.03	0.155	0.642	0.533
AutoFormer 2026.03	0.155	0.667	0.592
PatchTST 2026.03	0.149	0.614	0.506
Mamba 2026.03	0.139	0.529	0.438
DLinear 2026.03	0.071	0.259	0.173