Expected Shortfall (ES) prediction on China stock market
82.98Pass RateDInformer
Evaluation results
| Method | Links | |
|---|---|---|
| DInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 82.98 | |
| InformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 82.47 | |
| DLinearModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 81.42 | |
| EInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 79.52 | |
| GRUModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 77.19 | |
| SGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 75.98 | |
| LinearModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 75.37 | |
| LSTMModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 75.36 | |
| ReSGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 67.39 | |
| NNModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 50.59 | |
| LANNModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 37.31 |