Value at Risk (VaR) prediction on Australia stock market
75.42Pass RateReSGA
Evaluation results
| Method | Links | |
|---|---|---|
| ReSGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 75.42 | |
| LSTMModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 75.07 | |
| GRUModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 67.65 | |
| NNModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 63.98 | |
| LANNModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 62.11 | |
| InformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 61.52 | |
| DInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 58.03 | |
| DLinearModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 57.56 | |
| EInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 51.94 | |
| SGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 50.61 | |
| LinearModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 48.85 |