Financial Risk Estimation on S&P 500 1984-06-01 to 2025-08-20 (val)
-3.95VaR-ES Score
Encoder–LSTM
Updated 1mo ago
Evaluation Results
| Method | Links | |
|---|---|---|
2026.03 | -3.95 | |
2026.03 | 3.744 | |
2026.03 | 3.754 | |
2026.03 | 3.806 | |
2026.03 | 3.922 | |
2026.03 | 3.922 |
Encoder–LSTM
| Method | Links | |
|---|---|---|
2026.03 | -3.95 | |
2026.03 | 3.744 | |
2026.03 | 3.754 | |
2026.03 | 3.806 | |
2026.03 | 3.922 | |
2026.03 | 3.922 |