Stylized-fact diagnostics on S&P 500 2009–2022 (In-sample)
0.02Volatility MAETAd4
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| TAd4Method category=Probabilistic2026.06 | 0.02 | 0.3 | 1.26 | |
| TLLd4Method category=Probabilistic2026.06 | 0.02 | 0.29 | 1.19 | |
| Reg-TAd4Method category=Deterministic2026.06 | 0.1 | 1.43 | 11.33 | |
| Reg-TLLd4Method category=Deterministic2026.06 | 0.1 | 1.01 | 12.04 | |
| FourierMethod category=Deterministic2026.06 | 0.11 | 0.39 | 1.89 | |
| LegendreMethod category=Deterministic2026.06 | 0.12 | 1.37 | 5.24 | |
| InsertionMethod category=Deterministic2026.06 | 0.13 | 0.5 | 3.19 |