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Financial Return Distribution Prediction on JPM single-asset (held-out chronological test)
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0.006
Delta NLL
Additive
0.00524
0.01037
0.0155
0.02063
May 6, 2026
Delta NLL
95% CI Margin
Updated 2mo ago
Evaluation Results
Method
Method
Links
Delta NLL
95% CI Margin
Additive
Horizon (h)=10, Number...
2026.05
0.006
-
Backoff
Horizon (h)=10, Number...
2026.05
0.007
-
State-free (ours)
Horizon (h)=10, Number...
2026.05
0.016
0.01
State-cond (ours)
Horizon (h)=10, Number...
2026.05
0.025
0.02
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