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Papers Benchmarks Datasets Tasks

US Equity Data dataset and benchmarks · SOTA2 Research

Research Datasets

US Equity Data

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Expected Shortfall (ES) Validity Assessment

US Equity Data (test)

88.84Pass Rate (alpha=0.01)

13

Value at Risk (VaR) Validity Assessment

US Equity Data (test)

98.07VaR Pass Rate (alpha=0.01)

13

Popular tasks

Value at Risk (VaR) Validity Assessment Expected Shortfall (ES) Validity Assessment

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