ResearchTasksFinancial Risk EstimationFinancial Risk EstimationFollowBenchmarksDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyDatasetSOTA methodMetricTrendResultsLast updatedS&P 500 1984-06-01 to 2025-08-20 (test)Simple–Linear3.922VaR-ES Score6Mar 10, 2026S&P 500 1984-06-01 to 2025-08-20 (val)Encoder–LSTM-3.95VaR-ES Score6Mar 10, 2026S&P 500 1984-06-01 to 2025-08-20 (train)Encoder–LSTM-3.932VaR-ES Score6Mar 10, 2026