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SOTA Daily Return Forecasting benchmarks and papers with code | Wizwand
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Daily Return Forecasting
Benchmarks
Dataset Name
SOTA Method
Dataset Name
SOTA Method
Metric
Trend
Results
Last Updated
S&P 500 IntraDay
LSTM
Mean Return (Long)
0.0033
5
1mo ago
S&P 500 Next Day
Random Forest
Mean Return (Long)
0.0026
2
1mo ago
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