Tail Risk Forecasting on Japan equity market (out-of-sample)
2.8884Average LossReSGA
Evaluation results
| Method | Links | |
|---|---|---|
| ReSGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 2.8884 | |
| GRUModel category=Temporal Models, Training market=US equity market2026.06 | 2.9408 | |
| LSTMModel category=Temporal Models, Training market=US equity market2026.06 | 2.9521 | |
| InformerModel category=Temporal Models, Training market=US equity market2026.06 | 2.9587 | |
| DLinearModel category=Temporal Models, Training market=US equity market2026.06 | 2.9796 | |
| DInformerModel category=Temporal Models, Training market=US equity market2026.06 | 2.9799 | |
| EInformerModel category=Temporal Models, Training market=US equity market2026.06 | 2.981 | |
| LANNModel category=Temporal Models, Training market=US equity market2026.06 | 2.9953 | |
| NNModel category=Point-wise Models, Training market=US equity market2026.06 | 3.0274 | |
| LinearModel category=Point-wise Models, Training market=US equity market2026.06 | 3.0623 | |
| SGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 3.1192 |