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Time Series Attribution on Exchange Rate (ExRA)
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6
AUC lag@25%
DM
-0.24
1.38
3
4.62
Jun 25, 2026
AUC lag@25%
Updated 26d ago
Evaluation Results
Method
Method
Links
AUC lag@25%
DM
Arch=LSTM
2026.06
6
KARMA
Arch=TCN
2026.06
5
Integrated Gradients
Arch=GRU
2026.06
3
TimeSHAP
Arch=GRU
2026.06
3
KARMA
Arch=GRU
2026.06
2
Integrated Gradients
Arch=TCN
2026.06
2
TimeSHAP
Arch=TCN
2026.06
2
DM
Arch=GRU
2026.06
1
Integrated Gradients
Arch=LSTM
2026.06
1
TimeSHAP
Arch=LSTM
2026.06
1
DM
Arch=TCN
2026.06
1
FO
Arch=GRU
2026.06
0
WI
Arch=GRU
2026.06
0
FO
Arch=LSTM
2026.06
0
WI
Arch=LSTM
2026.06
0
KARMA
Arch=LSTM
2026.06
0
FO
Arch=TCN
2026.06
0
WI
Arch=TCN
2026.06
0
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