Conditional Shortfall Estimation

Benchmarks

Dataset Name	SOTA Method	Metric
Aggregate All DGPs n=100,000 oracle, n=3000 train (holdout)	Proposed Ŝα	MAE5.01	2	6d ago
DGP heteroskedastic n=100,000 oracle, n=3000 train (holdout)	Proposed Ŝα	MAE6.56	2	6d ago
DGP pareto_plus_gaussian n=100,000 oracle, n=3000 train (holdout)	Proposed Ŝα	MAE6.07	2	6d ago
DGP regime_switch n=100,000 oracle, n=3000 train (holdout)	Proposed Ŝα	MAE6.86	2	6d ago
DGP sinusoidal_two_paretos n=100,000 oracle, n=3000 train (holdout)	Proposed Ŝα	Mean Absolute Error (MAE)5.13	2	6d ago
DGP sinusoidal_heavytail n=100,000 oracle, n=3000 train (holdout)	Proposed Ŝα	MAE3.83	2	6d ago
DGP sinusoidal_asymmetric n=100,000 oracle, n=3000 train (holdout)	Proposed Ŝα	MAE1.25	2	6d ago
DGP sinusoidal_pareto n=100,000 oracle, n=3000 train (holdout)	Proposed Ŝα	MAE8.86	2	6d ago
DGP sinusoidal (clean) n=100,000 oracle, n=3000 train (holdout)		MAE0.98	2	6d ago

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