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SOTA Value at Risk (VaR) Validity Assessment benchmarks and papers with code | Wizwand
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Value at Risk (VaR) Validity Assessment
Benchmarks
Dataset Name
SOTA Method
Dataset Name
SOTA Method
Metric
Trend
Results
Last Updated
US Equity Data (test)
SGA
VaR Pass Rate (alpha=0.01)
98.07
13
1mo ago
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