Financial Variable Forecasting (retx) on Welch and Goyal retx
3895% Probability Lower BoundLimits-to-Learning Gap
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Limits-to-Learning GapActivation Function=ReLu2025.12 | 38 | — | |
| Limits-to-Learning GapActivation Function=tanh2025.12 | 26 | — | |
| Limits-to-Learning GapActivation Function=ReLu2025.12 | 19 | — | |
| Limits-to-Learning GapActivation Function=tanh2025.12 | 9 | — | |
| Recursive RidgeModel Type=Best benchmark2025.12 | — | 2 | |
| Recursive RidgeModel Type=Best benchmark2025.12 | — | 15 | |
| RidgeModel Type=Best benchmark2025.12 | — | 1 | |
| RidgeModel Type=Best benchmark2025.12 | — | 10 |