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Fama-French dataset and benchmarks · SOTA2 Research

Research Datasets

Fama-French

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Explanatory power analysis

Fama-French 3-factor residuals

0.61Coefficient

44

Asset Pricing Explanatory Power Analysis

Fama-French residuals 5-factor

0.655Coefficient

44

Generative Modeling

Fama-French 5

0.127W1 Distance

5

Popular tasks

Generative Modeling Explanatory power analysis Asset Pricing Explanatory Power Analysis

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