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Joint VaR-ES forecasting on US Equity Returns Nano stocks (out-of-sample)
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3.6932
Average Loss (ℓoos)
ReSGA
3.637532
4.013291
4.38905
4.764809
Jun 3, 2026
Average Loss (ℓoos)
Updated 1mo ago
Evaluation Results
Method
Method
Links
Average Loss (ℓoos)
ReSGA
Model category=Spatial...
2026.06
3.6932
SGA
Model category=Spatial...
2026.06
3.7017
GRU
Model category=Tempora...
2026.06
3.7082
Informer
Model category=Tempora...
2026.06
3.7098
LSTM
Model category=Tempora...
2026.06
3.7184
DInformer
Model category=Tempora...
2026.06
3.7346
EInformer
Model category=Tempora...
2026.06
3.7395
DLinear
Model category=Tempora...
2026.06
3.7404
NN
Model category=Point-w...
2026.06
3.7561
Linear
Model category=Point-w...
2026.06
3.7616
LANN
Model category=Tempora...
2026.06
3.8151
GAS
Model category=Econome...
2026.06
5.0057
GARCH
Model category=Econome...
2026.06
5.0849
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