Financial variable forecasting (dfy) on Welch and Goyal dfy
0.2795% Lower BoundLimits-to-Learning Gap
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Limits-to-Learning GapActivation Function=tanh2025.12 | 0.27 | — | |
| Limits-to-Learning GapActivation Function=ReLu2025.12 | 0.04 | — | |
| Recursive RidgeModel Type=Best benchmark2025.12 | — | 14 | |
| RidgeModel Type=Best benchmark2025.12 | — | 13 |