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Benchmarks
Conditional Shortfall Estimation on Aggregate All DGPs n=100,000 oracle, n=3000 train (holdout)
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5.01
MAE
Proposed Ŝα
4.9412
5.4056
5.87
6.3344
May 26, 2026
MAE
Relative MAE Reduction
Updated 6d ago
Evaluation Results
Method
Method
Links
MAE
Relative MAE Reduction
Proposed Ŝα
alpha=0.01, n=3000, se...
2026.05
5.01
-25.5
QR-avg
alpha=0.01, n=3000, se...
2026.05
6.73
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