# Expected Shortfall (ES) prediction on Japan stock market Source: [Expected Shortfall (ES) prediction on Japan stock market]() Collection index: [llms.txt]() Data updated: 2026-06-04T12:22:58.988Z Evaluation of models predicting Expected Shortfall (ES) risk measures using data from the Japan stock market, assessed via 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) | Japan 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 | | --- | --- | --- | --- | | SGA | 87.62 | Not recorded | 6a2106fdc10484bac23f0728 | | GRU | 72.61 | Not recorded | 6a2106fdc10484bac23f0728 | | ReSGA | 70.55 | Not recorded | 6a2106fdc10484bac23f0728 | | LSTM | 54.28 | Not recorded | 6a2106fdc10484bac23f0728 | | Informer | 48.53 | Not recorded | 6a2106fdc10484bac23f0728 | | EInformer | 41.01 | Not recorded | 6a2106fdc10484bac23f0728 | | DLinear | 40.69 | Not recorded | 6a2106fdc10484bac23f0728 | | DInformer | 39.21 | Not recorded | 6a2106fdc10484bac23f0728 | | LANN | 24.68 | Not recorded | 6a2106fdc10484bac23f0728 | | NN | 23.74 | Not recorded | 6a2106fdc10484bac23f0728 | | Linear | 20.88 | Not recorded | 6a2106fdc10484bac23f0728 | ### SGA Pass Rate: 87.62. Result ID: 6a216e08fbc373592c1e8771. [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. ### GRU Pass Rate: 72.61. Result ID: 6a216e08fbc373592c1e876d. [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. ### ReSGA Pass Rate: 70.55. Result ID: 6a216e08fbc373592c1e8772. [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. ### LSTM Pass Rate: 54.28. Result ID: 6a216e08fbc373592c1e876c. [Reporting 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: 48.53. Result ID: 6a216e08fbc373592c1e876e. [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. ### EInformer Pass Rate: 41.01. Result ID: 6a216e08fbc373592c1e876f. [Reporting paper]() 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: 40.69. Result ID: 6a216e08fbc373592c1e876b. [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. ### DInformer Pass Rate: 39.21. Result ID: 6a216e08fbc373592c1e8770. [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. ### LANN Pass Rate: 24.68. Result ID: 6a216e08fbc373592c1e876a. [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: 23.74. Result ID: 6a216e08fbc373592c1e8769. [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. ### Linear Pass Rate: 20.88. Result ID: 6a216e08fbc373592c1e8768. [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. Page 1 of 1. This is an index page, not the full collection.