Expected Shortfall (ES) prediction on UK stock market
91.4Pass RateSGA
Evaluation results
| Method | Links | |
|---|---|---|
| SGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 91.4 | |
| GRUModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 88.72 | |
| DInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 88.45 | |
| InformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 88.17 | |
| ReSGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 87.99 | |
| EInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 87.52 | |
| DLinearModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 85.77 | |
| LSTMModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 85.58 | |
| LinearModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 82.71 | |
| NNModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 66.25 | |
| LANNModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=AESR2026.06 | 58.78 |