Tail Risk Forecasting on China equity market (out-of-sample)
3.2547Average LossGRU
Evaluation results
| Method | Links | |
|---|---|---|
| GRUModel category=Temporal Models, Training market=US equity market2026.06 | 3.2547 | |
| DLinearModel category=Temporal Models, Training market=US equity market2026.06 | 3.2652 | |
| DInformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.2661 | |
| ReSGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 3.2666 | |
| LSTMModel category=Temporal Models, Training market=US equity market2026.06 | 3.2677 | |
| LANNModel category=Temporal Models, Training market=US equity market2026.06 | 3.2924 | |
| InformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.2943 | |
| LinearModel category=Point-wise Models, Training market=US equity market2026.06 | 3.3011 | |
| EInformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.3146 | |
| NNModel category=Point-wise Models, Training market=US equity market2026.06 | 3.3285 | |
| SGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 3.6346 |