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Financial Time Series Forecasting on Optiver (test)
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0.5422
RMSE
Transformer
0.365736
1.556868
2.748
3.939132
Mar 18, 2026
RMSE
RankIC
DirAcc
Weighted R2
Updated 1mo ago
Evaluation Results
Method
Method
Links
RMSE
RankIC
DirAcc
Weighted R2
Transformer
2026.03
0.5422
0.3583
61.62
0.0268
ARTEMIS
2026.03
0.5553
-0.0555
45.82
-0.0208
LSTM
2026.03
0.557
0
0
-0.0271
NS-Transformer
2026.03
0.7019
0.2474
60.57
-0.6308
Informer
2026.03
1.8411
-0.1465
56.79
-10.22
Chronos-2
2026.03
4.9538
-0.1384
40.47
-80.232
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