Tail Risk Forecasting on Canada equity market (out-of-sample)
3.4071Average LossSGA
Evaluation results
| Method | Links | |
|---|---|---|
| SGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 3.4071 | |
| ReSGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 3.41 | |
| NNModel category=Point-wise Models, Training market=US equity market2026.06 | 3.4846 | |
| LANNModel category=Temporal Models, Training market=US equity market2026.06 | 3.5002 | |
| InformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.5118 | |
| DInformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.5347 | |
| GRUModel category=Temporal Models, Training market=US equity market2026.06 | 3.5364 | |
| LSTMModel category=Temporal Models, Training market=US equity market2026.06 | 3.5375 | |
| DLinearModel category=Temporal Models, Training market=US equity market2026.06 | 3.5455 | |
| LinearModel category=Point-wise Models, Training market=US equity market2026.06 | 3.5735 | |
| EInformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.5785 |