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Financial forecasting on GOOGL 2-day forecast horizon (304 rolling windows)
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0.435
CRPS
TS
0.40444
0.61072
0.817
1.02328
May 11, 2026
CRPS
CRPS Jump Risk (p90)
CRPS Jump Risk (p95)
CRPS Jump Risk (p97.5)
CRPS Jump Risk (p99)
Updated 22d ago
Evaluation Results
Method
Method
Links
CRPS
CRPS Jump Risk (p90)
CRPS Jump Risk (p95)
CRPS Jump Risk (p97.5)
CRPS Jump Risk (p99)
TS
2026.05
0.435
0.843
1.053
1.43
1.709
DeepAR
2026.05
0.536
1.002
1.223
1.529
1.823
Neural MJD
2026.05
0.542
0.999
1.184
1.455
1.881
Gaussian SDE
2026.05
0.61
1.166
1.369
1.69
1.827
DLinear
Type=Deterministic model
2026.05
0.745
1.257
1.498
1.919
2.24
NJ-SDE
2026.05
1.199
1.609
1.805
2.312
2.57
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