Share your thoughts, 1 month free Claude Pro on us
See more
Home
/
Benchmarks
Stylized-fact diagnostics on S&P 500 2023–2025 (Out-of-sample)
Loading...
0.02
Volatility (MAE)
TAd4
0.0164
0.0407
0.065
0.0893
Jun 13, 2026
Volatility (MAE)
Skewness (MAE)
Kurtosis (MAE)
Updated 1mo ago
Evaluation Results
Method
Method
Links
Volatility (MAE)
Skewness (MAE)
Kurtosis (MAE)
TAd4
Method category=Probab...
2026.06
0.02
0.45
2.35
TLLd4
Method category=Probab...
2026.06
0.02
0.52
2.42
Fourier
Method category=Determ...
2026.06
0.08
1.35
2.37
Reg-TAd4
Method category=Determ...
2026.06
0.09
1.47
11.58
Reg-TLLd4
Method category=Determ...
2026.06
0.09
1.11
11.29
Legendre
Method category=Determ...
2026.06
0.1
1.25
9.61
Insertion
Method category=Determ...
2026.06
0.11
0.94
2.77
Feedback
Search any
task
Search any
task
