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Expected Shortfall (ES) prediction research benchmarks · SOTA2 Research

Expected Shortfall (ES) prediction

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Canada stock market

89.72Pass Rate

11

Jun 4, 2026

Australia stock market

95.05Pass Rate

11

Jun 4, 2026

UK stock market

91.4Pass Rate

11

Jun 4, 2026

Japan stock market

87.62Pass Rate

11

Jun 4, 2026

China stock market

82.98Pass Rate

11

Jun 4, 2026

Popular datasets

China stock market Japan stock market UK stock market Australia stock market Canada stock market

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