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Benchmarks
Financial Time Series Forecasting on Jane Street (test)
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0.7628
RMSE
LSTM
0.689176
1.186138
1.6831
2.180062
Mar 18, 2026
RMSE
RankIC
Directional Accuracy
Weighted R2
Updated 1mo ago
Evaluation Results
Method
Method
Links
RMSE
RankIC
Directional Accuracy
Weighted R2
LSTM
2026.03
0.7628
0.0378
51.59
0.002
Transformer
2026.03
0.7635
0.0122
53.37
-0.0002
ARTEMIS
2026.03
0.7762
0.0432
51.5
-0.0009
Informer
2026.03
0.7862
0.0083
47.39
-0.0008
Chronos-2
2026.03
1.4043
0.1325
53.72
-1.4578
NS-Transformer
2026.03
2.6034
0.0031
50.09
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