# Expected Shortfall (ES) prediction on Canada stock market Source: [Expected Shortfall (ES) prediction on Canada stock market]() Collection index: [llms.txt]() Data updated: 2026-06-04T12:22:59.050Z Evaluation of models predicting Expected Shortfall (ES) risk measures on the Canada stock market dataset, assessed using the Pass rate metric. A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage. | Scope | Recorded value | | --- | --- | | Task | Expected Shortfall (ES) prediction | | Dataset (including any stated split) | Canada stock market | | Metric | Pass Rate | | Unit | PERCENT | | Direction | Higher is better | | Results loaded | 11 of 11 | | Coverage | All results currently returned for this benchmark | Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol. ## Metrics - [Pass Rate](): Higher is better; unit: PERCENT. ## Recorded results | Method | Pass Rate | Result date | Report paper | | --- | --- | --- | --- | | ReSGA | 89.72 | Not recorded | 6a2106fdc10484bac23f0728 | | SGA | 86.92 | Not recorded | 6a2106fdc10484bac23f0728 | | Linear | 85.51 | Not recorded | 6a2106fdc10484bac23f0728 | | EInformer | 85.45 | Not recorded | 6a2106fdc10484bac23f0728 | | DInformer | 84.38 | Not recorded | 6a2106fdc10484bac23f0728 | | Informer | 83.44 | Not recorded | 6a2106fdc10484bac23f0728 | | DLinear | 82.51 | Not recorded | 6a2106fdc10484bac23f0728 | | GRU | 81.71 | Not recorded | 6a2106fdc10484bac23f0728 | | LSTM | 77.04 | Not recorded | 6a2106fdc10484bac23f0728 | | NN | 74.8 | Not recorded | 6a2106fdc10484bac23f0728 | | LANN | 66.62 | Not recorded | 6a2106fdc10484bac23f0728 | ### ReSGA Pass Rate: 89.72. Result ID: 6a216e08fbc373592c1e8793. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Model Category":"Spatial-temporal Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### SGA Pass Rate: 86.92. Result ID: 6a216e08fbc373592c1e8792. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Spatial-temporal Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### Linear Pass Rate: 85.51. Result ID: 6a216e08fbc373592c1e8789. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Point-wise Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### EInformer Pass Rate: 85.45. Result ID: 6a216e08fbc373592c1e8790. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### DInformer Pass Rate: 84.38. Result ID: 6a216e08fbc373592c1e8791. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### Informer Pass Rate: 83.44. Result ID: 6a216e08fbc373592c1e878f. [Reporting paper]() [Method origin paper]() [Implementation]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### DLinear Pass Rate: 82.51. Result ID: 6a216e08fbc373592c1e878c. [Reporting paper]() [Method origin paper]() [Implementation]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### GRU Pass Rate: 81.71. Result ID: 6a216e08fbc373592c1e878e. [Reporting paper]() [Method origin paper]() [Implementation]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### LSTM Pass Rate: 77.04. Result ID: 6a216e08fbc373592c1e878d. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### NN Pass Rate: 74.8. Result ID: 6a216e08fbc373592c1e878a. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Point-wise Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. ### LANN Pass Rate: 66.62. Result ID: 6a216e08fbc373592c1e878b. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"AESR"}. This record does not assert independent reproduction. Page 1 of 1. This is an index page, not the full collection.