Value at Risk (VaR) prediction on UK stock market
91.63Pass RateReSGA
Evaluation Results
| Method | Links | |
|---|---|---|
| ReSGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 91.63 | |
| LSTMModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 89.2 | |
| NNModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 86.65 | |
| InformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 86.56 | |
| GRUModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 85.87 | |
| DInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 85.49 | |
| LANNModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 84.46 | |
| DLinearModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 84.17 | |
| EInformerModel Category=Temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 81.78 | |
| LinearModel Category=Point-wise Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 81.55 | |
| SGAModel Category=Spatial-temporal Models, Significance level (alpha)=0.05, Statistical Test=CC2026.06 | 75.42 |