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Financial variable forecasting (tms) on Welch and Goyal tms

095% Probability Lower BoundLimits-to-Learning Gap
-0.001-0.000500.0005Dec 14, 2025

Evaluation results

MethodLinks
Limits-to-Learning GapActivation Function=tanh2025.120—
Limits-to-Learning GapActivation Function=ReLu2025.120—
Recursive RidgeModel Type=Best benchmark2025.12—8
RidgeModel Type=Best benchmark2025.12—5