Stylized-fact diagnostics on S&P 500 2023–2025 (Out-of-sample)
0.02Volatility (MAE)TAd4
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| TAd4Method category=Probabilistic2026.06 | 0.02 | 0.45 | 2.35 | |
| TLLd4Method category=Probabilistic2026.06 | 0.02 | 0.52 | 2.42 | |
| FourierMethod category=Deterministic2026.06 | 0.08 | 1.35 | 2.37 | |
| Reg-TAd4Method category=Deterministic2026.06 | 0.09 | 1.47 | 11.58 | |
| Reg-TLLd4Method category=Deterministic2026.06 | 0.09 | 1.11 | 11.29 | |
| LegendreMethod category=Deterministic2026.06 | 0.1 | 1.25 | 9.61 | |
| InsertionMethod category=Deterministic2026.06 | 0.11 | 0.94 | 2.77 |