Value at Risk (VaR) prediction on Canada stock market
88.59Pass RateSGA
Evaluation results
| Method | Links | |
|---|---|---|
| SGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 88.59 | |
| ReSGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 88.45 | |
| LSTMModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 74.01 | |
| GRUModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 72.71 | |
| LANNModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 71.41 | |
| InformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 70.11 | |
| NNModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 69.52 | |
| DInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 68.59 | |
| DLinearModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 67.8 | |
| EInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 65.34 | |
| LinearModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 55.55 |