Tail Risk Forecasting on Australia equity market (out-of-sample)
3.6333Average LossReSGA
Evaluation results
| Method | Links | |
|---|---|---|
| ReSGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 3.6333 | |
| LSTMModel category=Temporal Models, Training market=US equity market2026.06 | 3.6733 | |
| NNModel category=Point-wise Models, Training market=US equity market2026.06 | 3.6783 | |
| GRUModel category=Temporal Models, Training market=US equity market2026.06 | 3.6962 | |
| LANNModel category=Temporal Models, Training market=US equity market2026.06 | 3.7393 | |
| LinearModel category=Point-wise Models, Training market=US equity market2026.06 | 3.7542 | |
| InformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.7586 | |
| DInformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.764 | |
| DLinearModel category=Temporal Models, Training market=US equity market2026.06 | 3.7843 | |
| EInformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.853 | |
| SGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 3.8702 |