Expected Shortfall (ES) prediction on Canada stock market
89.72Pass RateReSGA
Evaluation results
| Method | Links | |
|---|---|---|
| ReSGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 89.72 | |
| SGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 86.92 | |
| LinearModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 85.51 | |
| EInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 85.45 | |
| DInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 84.38 | |
| InformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 83.44 | |
| DLinearModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 82.51 | |
| GRUModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 81.71 | |
| LSTMModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 77.04 | |
| NNModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 74.8 | |
| LANNModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 66.62 |