spb/wp12_uqo

1h,model,qlike,mse,qlike_ratio21,Comb-InvMSE,0.18524822581481643,9.2881100615428e-05,0.723164762259808531,Comb-Mean,0.20385778251327075,9.941644217254368e-05,0.795812020210074941,EGARCH,0.40102736284093615,0.0006593512546935362,1.56551489890354651,ElasticNet-H,0.19130123089314366,9.288338636768533e-05,0.746794246208560361,ElasticNet-X,0.18033018913952326,9.116810898623846e-05,0.703965923472393171,GARCH,0.3377846576846067,0.00022971921115343667,1.31863050560974481,GJR,0.3384195994622809,0.00024406960527436678,1.321109166431897291,HAR,0.25616323621180953,9.049967656679059e-05,1.0101,HAR-CJ,0.2397643111584468,9.137881041708784e-05,0.9359825192097306111,HAR-J,0.24141676189525696,9.02591233944086e-05,0.9424332916205064121,HARQ,0.5160454424146294,9.326646381474209e-05,2.014517969268374131,LASSO-H,0.19263925628631093,9.290856131821359e-05,0.752017577288204141,LASSO-X,0.18181641794643075,9.125321830764742e-05,0.7097678052290656151,LSTM,0.34049657041408543,0.00022211108459453276,1.3292171642169002161,LightGBM-H,0.23942631380520343,0.0001230221000827623,0.9346630583915363171,LightGBM-X,0.21849283764615504,0.00011939658919678151,0.8529437747479636181,LogHAR,0.19261515413931093,9.162929221190738e-05,0.7519234882715425191,Pooled-LGBM,0.19598559242509692,0.000123885611195556,0.7650808731314024201,RF-H,0.2181140828570635,0.0001286162242368217,0.8514652066493845211,RF-X,0.2012699789646544,0.00010960065667227441,0.7857098541581258221,RealGARCH,0.20023678110440052,9.26141055126897e-05,0.7816764968523195231,Ridge-H,0.1911427635056203,9.291650226992754e-05,0.7461756274330216241,Ridge-X,0.17995077822306335,9.151606099613927e-05,0.7024847940095135251,SHAR,0.25297103747666166,9.342617694110652e-05,0.9875384197109831261,Transformer,0.4837745569689452,0.00019013023878029545,1.8885401516747486271,XGBoost-H,0.23157220962514924,9.884511057343683e-05,0.904002514372019281,XGBoost-X,0.20494146160352295,0.00010917866727137713,0.8000424441626992295,Comb-InvMSE,0.16496417036460526,7.389261110186169e-05,0.6097718586156347305,Comb-Mean,0.18491361310912555,7.588854841232498e-05,0.6835127731050417315,EGARCH,0.33478688690214176,0.00019195975020876887,1.2375027972150634325,ElasticNet-H,0.16975054284203206,8.301428738611168e-05,0.6274641564954504335,ElasticNet-X,0.16418373670910807,7.808835465597997e-05,0.6068870716974396345,GARCH,0.3022126391914006,0.00017068018110759521,1.1170956838056265355,GJR,0.30243212657078755,0.0001738527145703637,1.117906994691958365,HAR,0.27053424659367437,9.188278135015499e-05,1.0375,HAR-CJ,0.23762333444403452,9.068659964923923e-05,0.8783484436295047385,HAR-J,0.2378867641315696,9.08262781651258e-05,0.8793221824106459395,HARQ,0.46596577597663535,9.177051188739178e-05,1.722391090383788405,LASSO-H,0.17234548336867822,8.332008929446468e-05,0.6370560679052601415,LASSO-X,0.16592490470685184,7.819389214165149e-05,0.6133231071334962425,LSTM,0.28310144444044216,0.00018960220855778877,1.046453260557592435,LightGBM-H,0.22405636580285074,0.0001005543714069637,0.8281996406147037445,LightGBM-X,0.22970237695405277,8.526789916241909e-05,0.8490694980257028455,LogHAR,0.16913630681746716,7.853103864087584e-05,0.6251937007867968465,Pooled-LGBM,0.18926025262478613,8.81333807160106e-05,0.6995796465984703475,RF-H,0.20383751655072654,8.980439509657308e-05,0.7534628946880719485,RF-X,0.19379871320035702,8.469640342275836e-05,0.7163555654801466495,RealGARCH,0.17880281457753122,6.983221733485705e-05,0.6609248804129481505,Ridge-H,0.16941099059126055,8.309570788628938e-05,0.6262090390563577515,Ridge-X,0.16391890010814417,7.813491306025519e-05,0.6059081324160049525,SHAR,0.2618201159752016,9.290178192588023e-05,0.9677891774213678535,Transformer,0.39946100579978333,0.00014423542824003265,1.4765635435418605545,XGBoost-H,0.21897337625555024,0.00010365802884094084,0.8094109304558201555,XGBoost-X,0.21704539400477388,8.135935288449951e-05,0.80228435674084025622,Comb-InvMSE,0.22295478484797904,5.3878685195526946e-05,0.77416158038502135722,Comb-Mean,0.24963445146231808,5.8139181506034554e-05,0.86680086993597355822,EGARCH,0.3554464533224236,0.00010381761208348933,1.23420983422250345922,ElasticNet-H,0.23022733636538953,7.969189881808193e-05,0.79941392013628016022,ElasticNet-X,0.2264465820134117,6.915836645993188e-05,0.78628608004004536122,GARCH,0.3409368706526902,0.00010964990337532425,1.18382849139558486222,GJR,0.3403401078144666,0.0001098952709979904,1.18175636335281036322,HAR,0.2879951556587125,7.480361824003738e-05,1.06422,HAR-CJ,0.3043424458030688,7.56718365706665e-05,1.05676237889129146522,HAR-J,0.29080954844614454,7.510537033781148e-05,1.00977236155585636622,HARQ,0.48244834782029095,7.632805734845951e-05,1.67519605222809536722,LASSO-H,0.23580727832787662,7.898915613445473e-05,0.81878904451892626822,LASSO-X,0.23050946879709247,6.729050951178669e-05,0.80039356311346026922,LSTM,0.3031226180772567,0.00011407320972424001,1.05252679470925187022,LightGBM-H,0.31968571998576834,8.505206940376928e-05,1.11003853260855077122,LightGBM-X,0.3327786313412647,6.118480927966612e-05,1.15550079507456267222,LogHAR,0.22739636102522898,6.788188461468314e-05,0.78958397930381917322,Pooled-LGBM,0.27478906586013796,5.929730295982908e-05,0.95414475021856157422,RF-H,0.2763835572395842,7.811299143929171e-05,0.95968127174719367522,RF-X,0.2727916420782207,6.154994415901425e-05,0.9472091343143687622,RealGARCH,0.25327823286451134,5.977774898092685e-05,0.87945310151208837722,Ridge-H,0.22962640747502083,7.997733801622972e-05,0.79732732639134637822,Ridge-X,0.22735763612101548,6.931940394076486e-05,0.78944951556909087922,SHAR,0.28891636241010143,7.547553669195965e-05,1.00319868835738568022,Transformer,0.42024765237614675,0.0001230142643806049,1.45921778237881048122,XGBoost-H,0.31842948721076353,9.106266144635785e-05,1.10567653987943178222,XGBoost-X,0.3227677084008199,6.281111469170284e-05,1.120740061278372783