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ResearchFormerly WizWand

Stylized-fact diagnostics on S&P 500 2023–2025 (Out-of-sample)

0.02Volatility (MAE)TAd4
0.01640.04070.0650.0893Jun 13, 2026
Updated 4mo ago

Evaluation results

MethodLinks
TAd4Method category=Probabilistic2026.060.020.452.35
TLLd4Method category=Probabilistic2026.060.020.522.42
FourierMethod category=Deterministic2026.060.081.352.37
Reg-TAd4Method category=Deterministic2026.060.091.4711.58
Reg-TLLd4Method category=Deterministic2026.060.091.1111.29
LegendreMethod category=Deterministic2026.060.11.259.61
InsertionMethod category=Deterministic2026.060.110.942.77