Tail Risk Forecasting on UK equity market (out-of-sample)
3.3992Average LossReSGA
Evaluation results
| Method | Links | |
|---|---|---|
| ReSGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 3.3992 | |
| NNModel category=Point-wise Models, Training market=US equity market2026.06 | 3.426 | |
| LSTMModel category=Temporal Models, Training market=US equity market2026.06 | 3.4262 | |
| InformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.4267 | |
| GRUModel category=Temporal Models, Training market=US equity market2026.06 | 3.4352 | |
| LinearModel category=Point-wise Models, Training market=US equity market2026.06 | 3.438 | |
| DInformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.4394 | |
| DLinearModel category=Temporal Models, Training market=US equity market2026.06 | 3.447 | |
| LANNModel category=Temporal Models, Training market=US equity market2026.06 | 3.4582 | |
| EInformerModel category=Temporal Models, Training market=US equity market2026.06 | 3.468 | |
| SGAModel category=Spatial-temporal Models, Training market=US equity market2026.06 | 3.5729 |