Financial Risk Estimation on S&P 500 (1984-06-01 to 2025-08-20, train)
-3.932VaR-ES Score
Encoder–LSTM
Updated 1mo ago
Evaluation Results
| Method | Links | |
|---|---|---|
2026.03 | -3.932 | |
2026.03 | 3.545 | |
2026.03 | 3.669 | |
2026.03 | 3.747 | |
2026.03 | 3.887 | |
2026.03 | 3.911 |
Encoder–LSTM
| Method | Links | |
|---|---|---|
2026.03 | -3.932 | |
2026.03 | 3.545 | |
2026.03 | 3.669 | |
2026.03 | 3.747 | |
2026.03 | 3.887 | |
2026.03 | 3.911 |