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Stylized-fact diagnostics on S&P 500 2009–2022 (In-sample)

0.02Volatility MAE

TAd4

Updated 1mo ago

Evaluation Results

Method	Links
TAd4 2026.06		0.02	0.3	1.26
TLLd4 2026.06		0.02	0.29	1.19
Reg-TAd4 2026.06		0.1	1.43	11.33
Reg-TLLd4 2026.06		0.1	1.01	12.04
Fourier 2026.06		0.11	0.39	1.89
Legendre 2026.06		0.12	1.37	5.24
Insertion 2026.06		0.13	0.5	3.19