ResearchTasksTail Risk ForecastingTail Risk ForecastingFollowBenchmarksDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyDatasetSOTA methodMetricTrendResultsLast updatedCanada equity market (out-of-sample)SGA3.407Average Loss11Jun 4, 2026Australia equity market (out-of-sample)ReSGA3.633Average Loss11Jun 4, 2026UK equity market (out-of-sample)ReSGA3.399Average Loss11Jun 4, 2026Japan equity market (out-of-sample)ReSGA2.888Average Loss11Jun 4, 2026China equity market (out-of-sample)GRU3.255Average Loss11Jun 4, 2026