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Stock Ranking on CSI500 Alpha158 (test)

0.0877IC

ACT

Updated 1mo ago

Evaluation Results

Method	Links
ACT 2026.04		0.0877	0.8522	0.0907	0.9216
iTransformer 2026.04		0.0845	0.6325	0.0707	0.5858
XGBoost 2026.04		0.0601	0.5484	0.054	0.6102
TCN 2026.04		0.0593	0.5971	0.0523	0.5653
GRU 2026.04		0.0578	0.5608	0.0646	0.6971
Transformer 2026.04		0.0529	0.4706	0.0523	0.5693
ALSTM 2026.04		0.0506	0.4625	0.058	0.5784
LSTM 2026.04		0.0466	0.4623	0.0522	0.55
Localformer 2026.04		0.0466	0.4275	0.0554	0.5901
GAT 2026.04		0.045	0.3195	0.0382	0.3045
CatBoost 2026.04		0.0449	0.3707	0.041	0.4336
LightGBM 2026.04		0.0442	0.3604	0.0409	0.4266
TimeMixer 2026.04		0.0349	0.267	0.0384	0.3133
FreqCycle 2026.04		0.0348	0.2634	0.0344	0.2664
DoubleEnsemble 2026.04		0.0331	0.2802	0.034	0.3343
TabNet 2026.04		0.032	0.3069	0.0331	0.362
SFM 2026.04		0.0274	0.2449	0.0304	0.3362