Financial Return Distribution Prediction on JPM single-asset (held-out chronological test)
0.006Delta NLLAdditive
Evaluation results
| Method | Links | ||
|---|---|---|---|
| AdditiveHorizon (h)=10, Number of states (N)=552026.05 | 0.006 | — | |
| BackoffHorizon (h)=10, Number of states (N)=552026.05 | 0.007 | — | |
| State-free (ours)Horizon (h)=10, Number of states (N)=552026.05 | 0.016 | 0.01 | |
| State-cond (ours)Horizon (h)=10, Number of states (N)=552026.05 | 0.025 | 0.02 |