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

3395% Probability Lower BoundLimits-to-Learning Gap
23.6426.0728.530.93Dec 14, 2025

Evaluation results

MethodLinks
Limits-to-Learning GapActivation Function=ReLu2025.1233—
Limits-to-Learning GapActivation Function=tanh2025.1224—
Recursive RidgeModel Type=Best benchmark2025.12—2
RidgeModel Type=Best benchmark2025.12—2