Fama-French
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Explanatory power analysis | Fama-French 3-factor residuals | Coefficient0.61 | 44 | |
| Asset Pricing Explanatory Power Analysis | Fama-French residuals 5-factor | Coefficient0.655 | 44 | |
| Generative Modeling | Fama-French 5 | W1 Distance0.127 | 5 |
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