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Financial variable forecasting (bm) on Welch and Goyal bm 2008

2395% Lower BoundLimits-to-Learning Gap
16.7618.382021.62Dec 14, 2025

Evaluation results

MethodLinks
Limits-to-Learning GapActivation Function=tanh2025.1223—
Limits-to-Learning GapActivation Function=ReLu2025.1217—
Recursive RidgeModel Type=Best benchmark2025.12—0
RidgeModel Type=Best benchmark2025.12—0