Financial variable forecasting (de) on Welch and Goyal de
0.6795% Probability Lower BoundLimits-to-Learning Gap
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Limits-to-Learning GapActivation Function=tanh2025.12 | 0.67 | — | |
| Limits-to-Learning GapActivation Function=ReLu2025.12 | 0.41 | — | |
| Recursive RidgeModel Type=Best benchmark2025.12 | — | 42 | |
| RidgeModel Type=Best benchmark2025.12 | — | 42 |