ResearchTasksReturn-level estimationReturn-level estimationFollowBenchmarksDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyDatasetSOTA methodMetricTrendResultsLast updated10 DGPs alpha = 0.001 (deep tail)Proposed Q_alpha(t)15MAE3May 28, 202610 DGPs alpha = 0.01QR (Koenker)2.46MAE3May 28, 2026freMTPL2 (downstream)QR (Koenker)6.87MAE @ alpha=0.012May 28, 2026