Financial Time Series Forecasting on SP500

1.913Annualized Return (AR)

TIPS (Distilled Student)

Updated 1mo ago

Evaluation Results

Method
TIPS (Distilled Student) 2026.03	1.913	1.506	2.965
TIPS (Distilled Student) 2026.03	1.913	1.506	2.965
Bias Teacher Ensemble 2026.03	1.511	1.665	2.791
Bias Teacher Ensemble 2026.03	1.511	1.665	2.791
Mamba 2026.03	1.412	1.834	3.861
Mamba 2026.03	1.412	1.834	3.861
Ensemble (Classical Architecture) 2026.03	1.295	1.692	3.193
Ensemble 2026.03	1.295	1.692	3.193
Transformer 2026.03	1.254	1.297	1.881
Transformer 2026.03	1.254	1.297	1.881
GRU 2026.03	1.026	1.717	2.954
GRU 2026.03	1.026	1.717	2.954
LSTM 2026.03	0.969	1.728	2.612
LSTM 2026.03	0.969	1.728	2.612
RankLSTM 2026.03	0.753	1.414	2.138
TCN 2026.03	0.727	1.482	2.6
TCN 2026.03	0.727	1.482	2.6
MASTER 2026.03	0.66	1.281	1.882
Ensemble (Financial Time Series Specialist) 2026.03	0.529	1.316	1.816
DLinear 2026.03	0.378	0.914	1.168
iTransformer 2026.03	0.297	0.811	0.967
StockMixer 2026.03	0.272	0.843	0.832
Ensemble (Generic Time Series SOTA) 2026.03	0.27	0.938	0.954
AutoFormer 2026.03	0.258	0.873	0.871
PatchTST 2026.03	0.248	0.936	0.796
TimeMixer 2026.03	0.203	0.795	0.732