Financial variable forecasting (lty) on Welch and Goyal lty
0.2795% Probability 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 | 0.15 | — | |
| Recursive RidgeModel Type=Best benchmark2025.12 | — | 1 | |
| RidgeModel Type=Best benchmark2025.12 | — | 1 |