Expected Shortfall (ES) prediction on Australia stock market
95.05Pass RateReSGA
Evaluation results
| Method | Links | |
|---|---|---|
| ReSGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 95.05 | |
| LinearModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 91.9 | |
| InformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 91.27 | |
| GRUModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 91.18 | |
| DInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 91.1 | |
| SGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 90.85 | |
| DLinearModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 89.25 | |
| LSTMModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 89.25 | |
| EInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 88.08 | |
| NNModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 78.03 | |
| LANNModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 66.67 |