Joint VaR-ES forecasting on US Equity Returns Nano stocks (out-of-sample)
3.6932Average Loss (ℓoos)ReSGA
Evaluation results
| Method | Links | |
|---|---|---|
| ReSGAModel category=Spatial-temporal models2026.06 | 3.6932 | |
| SGAModel category=Spatial-temporal models2026.06 | 3.7017 | |
| GRUModel category=Temporal models2026.06 | 3.7082 | |
| InformerModel category=Temporal models2026.06 | 3.7098 | |
| LSTMModel category=Temporal models2026.06 | 3.7184 | |
| DInformerModel category=Temporal models2026.06 | 3.7346 | |
| EInformerModel category=Temporal models2026.06 | 3.7395 | |
| DLinearModel category=Temporal models2026.06 | 3.7404 | |
| NNModel category=Point-wise models2026.06 | 3.7561 | |
| LinearModel category=Point-wise models2026.06 | 3.7616 | |
| LANNModel category=Temporal models2026.06 | 3.8151 | |
| GASModel category=Econometric models2026.06 | 5.0057 | |
| GARCHModel category=Econometric models2026.06 | 5.0849 |