# Value at Risk (VaR) prediction on Canada stock market Source: [Value at Risk (VaR) prediction on Canada stock market]() Collection index: [llms.txt]() Data updated: 2026-06-04T12:22:58.947Z Evaluation of models predicting Value at Risk (VaR) performance on the Canada stock market dataset, measured by Pass rate. A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage. | Scope | Recorded value | | --- | --- | | Task | Value at Risk (VaR) prediction | | Dataset (including any stated split) | Canada stock market | | Metric | Pass Rate | | Unit | PERCENT | | Direction | Higher is better | | Results loaded | 11 of 11 | | Coverage | All results currently returned for this benchmark | Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol. ## Metrics - [Pass Rate](): Higher is better; unit: PERCENT. ## Recorded results | Method | Pass Rate | Result date | Report paper | | --- | --- | --- | --- | | SGA | 88.59 | Not recorded | 6a2106fdc10484bac23f0728 | | ReSGA | 88.45 | Not recorded | 6a2106fdc10484bac23f0728 | | LSTM | 74.01 | Not recorded | 6a2106fdc10484bac23f0728 | | GRU | 72.71 | Not recorded | 6a2106fdc10484bac23f0728 | | LANN | 71.41 | Not recorded | 6a2106fdc10484bac23f0728 | | Informer | 70.11 | Not recorded | 6a2106fdc10484bac23f0728 | | NN | 69.52 | Not recorded | 6a2106fdc10484bac23f0728 | | DInformer | 68.59 | Not recorded | 6a2106fdc10484bac23f0728 | | DLinear | 67.8 | Not recorded | 6a2106fdc10484bac23f0728 | | EInformer | 65.34 | Not recorded | 6a2106fdc10484bac23f0728 | | Linear | 55.55 | Not recorded | 6a2106fdc10484bac23f0728 | ### SGA Pass Rate: 88.59. Result ID: 6a216e08fbc373592c1e875b. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Spatial-temporal Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### ReSGA Pass Rate: 88.45. Result ID: 6a216e08fbc373592c1e875c. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Model Category":"Spatial-temporal Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### LSTM Pass Rate: 74.01. Result ID: 6a216e08fbc373592c1e8756. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### GRU Pass Rate: 72.71. Result ID: 6a216e08fbc373592c1e8757. [Reporting paper]() [Method origin paper]() [Implementation]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### LANN Pass Rate: 71.41. Result ID: 6a216e08fbc373592c1e8754. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### Informer Pass Rate: 70.11. Result ID: 6a216e08fbc373592c1e8758. [Reporting paper]() [Method origin paper]() [Implementation]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### NN Pass Rate: 69.52. Result ID: 6a216e08fbc373592c1e8753. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Point-wise Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### DInformer Pass Rate: 68.59. Result ID: 6a216e08fbc373592c1e875a. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### DLinear Pass Rate: 67.8. Result ID: 6a216e08fbc373592c1e8755. [Reporting paper]() [Method origin paper]() [Implementation]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### EInformer Pass Rate: 65.34. Result ID: 6a216e08fbc373592c1e8759. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Temporal Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. ### Linear Pass Rate: 55.55. Result ID: 6a216e08fbc373592c1e8752. [Reporting paper]() Recorded evaluation configuration: {"Model Category":"Point-wise Models","Significance level (alpha)":"0.05","Statistical Test":"CC"}. This record does not assert independent reproduction. Page 1 of 1. This is an index page, not the full collection.