# Value at Risk (VaR) prediction on UK stock market Source: [Value at Risk (VaR) prediction on UK stock market]() Collection index: [llms.txt]() Data updated: 2026-06-04T12:22:58.906Z Evaluation of models predicting Value at Risk (VaR) performance on the UK 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) | UK 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 | 91.63 | Not recorded | 6a2106fdc10484bac23f0728 | | LSTM | 89.2 | Not recorded | 6a2106fdc10484bac23f0728 | | NN | 86.65 | Not recorded | 6a2106fdc10484bac23f0728 | | Informer | 86.56 | Not recorded | 6a2106fdc10484bac23f0728 | | GRU | 85.87 | Not recorded | 6a2106fdc10484bac23f0728 | | DInformer | 85.49 | Not recorded | 6a2106fdc10484bac23f0728 | | LANN | 84.46 | Not recorded | 6a2106fdc10484bac23f0728 | | DLinear | 84.17 | Not recorded | 6a2106fdc10484bac23f0728 | | EInformer | 81.78 | Not recorded | 6a2106fdc10484bac23f0728 | | Linear | 81.55 | Not recorded | 6a2106fdc10484bac23f0728 | | SGA | 75.42 | Not recorded | 6a2106fdc10484bac23f0728 | ### ReSGA Pass Rate: 91.63. Result ID: 6a216e08fbc373592c1e8746. [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: 89.2. Result ID: 6a216e08fbc373592c1e8740. [Reporting paper]() 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: 86.65. Result ID: 6a216e08fbc373592c1e873d. [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. ### Informer Pass Rate: 86.56. Result ID: 6a216e08fbc373592c1e8742. [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. ### GRU Pass Rate: 85.87. Result ID: 6a216e08fbc373592c1e8741. [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: 85.49. Result ID: 6a216e08fbc373592c1e8744. [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. ### LANN Pass Rate: 84.46. Result ID: 6a216e08fbc373592c1e873e. [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: 84.17. Result ID: 6a216e08fbc373592c1e873f. [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: 81.78. Result ID: 6a216e08fbc373592c1e8743. [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: 81.55. Result ID: 6a216e08fbc373592c1e873c. [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. ### SGA Pass Rate: 75.42. Result ID: 6a216e08fbc373592c1e8745. [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. Page 1 of 1. This is an index page, not the full collection.