Share your thoughts, 1 month free Claude Pro on us
See more
Home
/
Benchmarks
Conditional Shortfall Estimation on DGP heteroskedastic n=100,000 oracle, n=3000 train (holdout)
Loading...
6.56
MAE
Proposed Ŝα
6.4976
6.9188
7.34
7.7612
May 26, 2026
MAE
Updated 6d ago
Evaluation Results
Method
Method
Links
MAE
Proposed Ŝα
alpha=0.01, n=3000, se...
2026.05
6.56
QR-avg
alpha=0.01, n=3000, se...
2026.05
8.12
Feedback
Search any
task
Search any
task
