Financial Time Series Forecasting on CSI500

0.986AR

TIPS (Distilled Student)

Updated 1mo ago

Evaluation Results

Method
TIPS (Distilled Student) 2026.03	0.986	2.01	2.466
TIPS (Distilled Student) 2026.03	0.955	1.863	2.286
Bias Teacher Ensemble 2026.03	0.715	1.883	2.27
Bias Teacher Ensemble 2026.03	0.684	1.746	2.104
Transformer 2026.03	0.622	1.662	1.747
Transformer 2026.03	0.591	1.54	1.619
Ensemble (Classical Architecture) 2026.03	0.531	1.667	1.748
Ensemble 2026.03	0.5	1.545	1.62
TCN 2026.03	0.424	1.465	1.521
TCN 2026.03	0.393	1.358	1.41
GRU 2026.03	0.359	1.296	1.158
GRU 2026.03	0.328	1.183	1.057
iTransformer 2026.03	0.307	1.063	0.972
LSTM 2026.03	0.301	1.019	0.869
RankLSTM 2026.03	0.272	0.869	0.699
LSTM 2026.03	0.27	0.916	0.781
Mamba 2026.03	0.254	0.842	0.645
Ensemble (Generic Time Series SOTA) 2026.03	0.245	0.956	0.85
AutoFormer 2026.03	0.235	0.921	0.778
Mamba 2026.03	0.223	0.739	0.566
Ensemble (Financial Time Series Specialist) 2026.03	0.217	0.8	0.508
MASTER 2026.03	0.203	0.74	0.458
DLinear 2026.03	0.192	0.604	0.481
StockMixer 2026.03	0.183	0.662	0.487
PatchTST 2026.03	0.177	0.668	0.492
TimeMixer 2026.03	0.17	0.65	0.412