S&P 500 options
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Option Hedging | S&P 500 options 317 longer prediction horizons | Diebold-Mariano Test Statistic7.83 | 92 | |
| Option Hedging | S&P 500 options 317 shorter prediction horizons (out-of-sample) | DM Test Statistic6.92 | 92 |
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