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Financial variable forecasting (ltr) research benchmarks · SOTA2 Research

Financial variable forecasting (ltr)

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Welch and Goyal ltr 2008

Limits-to-Learning Gap

0.0795% Probability Lower Bound

2

Feb 26, 2026

Popular datasets

Welch and Goyal

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