Financial Time Series Forecasting on NI225

0.261AR (Annualized Return)

TIPS (Distilled Student)

Updated 1mo ago

Evaluation Results

Method
TIPS (Distilled Student) 2026.03	0.261	0.958	0.784
TIPS (Distilled Student) 2026.03	0.259	0.946	0.774
Mamba 2026.03	0.239	0.972	0.781
Mamba 2026.03	0.237	0.96	0.771
Bias Teacher Ensemble 2026.03	0.233	0.902	0.729
Bias Teacher Ensemble 2026.03	0.231	0.89	0.72
Ensemble (Classical Architecture) 2026.03	0.228	0.922	0.757
Ensemble 2026.03	0.226	0.91	0.747
LSTM 2026.03	0.208	0.845	0.674
LSTM 2026.03	0.206	0.834	0.665
GRU 2026.03	0.204	0.849	0.648
GRU 2026.03	0.202	0.838	0.64
Transformer 2026.03	0.192	0.774	0.643
Transformer 2026.03	0.19	0.764	0.635
iTransformer 2026.03	0.168	0.737	0.6
PatchTST 2026.03	0.159	0.719	0.554
RankLSTM 2026.03	0.152	0.61	0.447
TCN 2026.03	0.148	0.68	0.576
MASTER 2026.03	0.148	0.637	0.511
TCN 2026.03	0.146	0.671	0.568
Ensemble (Generic Time Series SOTA) 2026.03	0.138	0.624	0.491
DLinear 2026.03	0.134	0.553	0.472
Ensemble (Financial Time Series Specialist) 2026.03	0.134	0.576	0.462
AutoFormer 2026.03	0.124	0.562	0.449
TimeMixer 2026.03	0.12	0.538	0.392
StockMixer 2026.03	0.071	0.322	0.251