DGP
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Independence Testing | DGP random-mixture | GPU Wall-Clock Time (s)0.0011 | 12 | |
| Spectral Risk Optimisation | DGP2 lambda=0.70 | J_med349,167 | 5 | |
| Conditional Shortfall Estimation | DGP heteroskedastic n=100,000 oracle, n=3000 train (holdout) | MAE6.56 | 2 | |
| Conditional Shortfall Estimation | DGP pareto_plus_gaussian n=100,000 oracle, n=3000 train (holdout) | MAE6.07 | 2 | |
| Conditional Shortfall Estimation | DGP regime_switch n=100,000 oracle, n=3000 train (holdout) | MAE6.86 | 2 | |
| Conditional Shortfall Estimation | DGP sinusoidal_two_paretos n=100,000 oracle, n=3000 train (holdout) | Mean Absolute Error (MAE)5.13 | 2 | |
| Conditional Shortfall Estimation | DGP sinusoidal_heavytail n=100,000 oracle, n=3000 train (holdout) | MAE3.83 | 2 | |
| Conditional Shortfall Estimation | DGP sinusoidal_asymmetric n=100,000 oracle, n=3000 train (holdout) | MAE1.25 | 2 | |
| Conditional Shortfall Estimation | DGP sinusoidal_pareto n=100,000 oracle, n=3000 train (holdout) | MAE8.86 | 2 | |
| Conditional Shortfall Estimation | DGP sinusoidal (clean) n=100,000 oracle, n=3000 train (holdout) | MAE0.98 | 2 |
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