# Value at Risk (VaR) prediction on Japan stock market Source: [Value at Risk (VaR) prediction on Japan stock market]() Collection index: [llms.txt]() Data updated: 2026-06-04T12:22:58.886Z Evaluation of models performing Value at Risk (VaR) prediction on the Japan stock market dataset, assessed using the Pass rate metric. 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) | Japan 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 | | --- | --- | --- | --- | | ReSGA | 89.97 | Not recorded | 6a2106fdc10484bac23f0728 | | GRU | 87.35 | Not recorded | 6a2106fdc10484bac23f0728 | | LSTM | 85.22 | Not recorded | 6a2106fdc10484bac23f0728 | | Informer | 77.46 | Not recorded | 6a2106fdc10484bac23f0728 | | LANN | 75.44 | Not recorded | 6a2106fdc10484bac23f0728 | | EInformer | 73.34 | Not recorded | 6a2106fdc10484bac23f0728 | | DLinear | 71.68 | Not recorded | 6a2106fdc10484bac23f0728 | | DInformer | 70.27 | Not recorded | 6a2106fdc10484bac23f0728 | | SGA | 69.26 | Not recorded | 6a2106fdc10484bac23f0728 | | NN | 67.98 | Not recorded | 6a2106fdc10484bac23f0728 | | Linear | 61.4 | Not recorded | 6a2106fdc10484bac23f0728 | ### ReSGA Pass Rate: 89.97. Result ID: 6a216e08fbc373592c1e873b. [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. ### GRU Pass Rate: 87.35. Result ID: 6a216e08fbc373592c1e8736. [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. ### LSTM Pass Rate: 85.22. Result ID: 6a216e08fbc373592c1e8735. [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: 77.46. Result ID: 6a216e08fbc373592c1e8737. [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: 75.44. Result ID: 6a216e08fbc373592c1e8733. [Reporting paper]() 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: 73.34. Result ID: 6a216e08fbc373592c1e8738. [Reporting 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: 71.68. Result ID: 6a216e08fbc373592c1e8734. [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. ### DInformer Pass Rate: 70.27. Result ID: 6a216e08fbc373592c1e8739. [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. ### SGA Pass Rate: 69.26. Result ID: 6a216e08fbc373592c1e873a. [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. ### NN Pass Rate: 67.98. Result ID: 6a216e08fbc373592c1e8732. [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. ### Linear Pass Rate: 61.4. Result ID: 6a216e08fbc373592c1e8731. [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.