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1model,mcs_pvalue,in_mcs,ticker,h2Comb-InvMSE,0.3592,True,AAPL,13RF-H,0.3592,True,AAPL,14LogHAR,0.3592,True,AAPL,15RF-X,0.3592,True,AAPL,16RealGARCH,0.3592,True,AAPL,17Comb-Mean,0.3592,True,AAPL,18LASSO-X,0.3592,True,AAPL,19LASSO-H,0.3592,True,AAPL,110HARQ,0.3592,True,AAPL,111HAR-J,0.3592,True,AAPL,112HAR-CJ,0.3592,True,AAPL,113HAR,0.3592,True,AAPL,114Ridge-H,0.3592,True,AAPL,115Ridge-X,0.3592,True,AAPL,116ElasticNet-X,0.3592,True,AAPL,117ElasticNet-H,0.3592,True,AAPL,118SHAR,0.3592,True,AAPL,119Pooled-LGBM,0.3592,True,AAPL,120XGBoost-X,0.0754,False,AAPL,121XGBoost-H,0.0532,False,AAPL,122LightGBM-X,0.0318,False,AAPL,123LightGBM-H,0.0318,False,AAPL,124GJR,0.0318,False,AAPL,125GARCH,0.0318,False,AAPL,126Transformer,0.0218,False,AAPL,127EGARCH,0.02,False,AAPL,128LSTM,0.014,False,AAPL,129Comb-InvMSE,0.1158,True,AAPL,530Comb-Mean,0.1158,True,AAPL,531XGBoost-H,0.1158,True,AAPL,532SHAR,0.1158,True,AAPL,533Ridge-X,0.1158,True,AAPL,534Ridge-H,0.1158,True,AAPL,535RealGARCH,0.1158,True,AAPL,536RF-X,0.1158,True,AAPL,537RF-H,0.1158,True,AAPL,538Pooled-LGBM,0.1158,True,AAPL,539LogHAR,0.1158,True,AAPL,540LightGBM-X,0.1158,True,AAPL,541XGBoost-X,0.1158,True,AAPL,542LASSO-X,0.1158,True,AAPL,543LASSO-H,0.1158,True,AAPL,544HARQ,0.1158,True,AAPL,545HAR-J,0.1158,True,AAPL,546HAR-CJ,0.1158,True,AAPL,547HAR,0.1158,True,AAPL,548GJR,0.1158,True,AAPL,549GARCH,0.1158,True,AAPL,550ElasticNet-X,0.1158,True,AAPL,551ElasticNet-H,0.1158,True,AAPL,552EGARCH,0.1158,True,AAPL,553Transformer,0.056,False,AAPL,554LightGBM-H,0.0532,False,AAPL,555LSTM,0.0532,False,AAPL,556Comb-InvMSE,0.1048,True,AAPL,2257LASSO-X,0.1048,True,AAPL,2258XGBoost-H,0.1048,True,AAPL,2259SHAR,0.1048,True,AAPL,2260Ridge-X,0.1048,True,AAPL,2261Ridge-H,0.1048,True,AAPL,2262RealGARCH,0.1048,True,AAPL,2263RF-X,0.1048,True,AAPL,2264RF-H,0.1048,True,AAPL,2265Pooled-LGBM,0.1048,True,AAPL,2266LogHAR,0.1048,True,AAPL,2267Comb-Mean,0.1048,True,AAPL,2268XGBoost-X,0.1048,True,AAPL,2269LASSO-H,0.1048,True,AAPL,2270HARQ,0.1048,True,AAPL,2271HAR-J,0.1048,True,AAPL,2272HAR-CJ,0.1048,True,AAPL,2273HAR,0.1048,True,AAPL,2274GJR,0.1048,True,AAPL,2275GARCH,0.1048,True,AAPL,2276ElasticNet-X,0.1048,True,AAPL,2277ElasticNet-H,0.1048,True,AAPL,2278EGARCH,0.1048,True,AAPL,2279Transformer,0.0596,False,AAPL,2280LSTM,0.0554,False,AAPL,2281LightGBM-X,0.0512,False,AAPL,2282LightGBM-H,0.0434,False,AAPL,2283Comb-InvMSE,0.2254,True,ADA,184Comb-Mean,0.2254,True,ADA,185XGBoost-H,0.2254,True,ADA,186Transformer,0.2254,True,ADA,187SHAR,0.2254,True,ADA,188Ridge-X,0.2254,True,ADA,189Ridge-H,0.2254,True,ADA,190RF-X,0.2254,True,ADA,191RF-H,0.2254,True,ADA,192Pooled-LGBM,0.2254,True,ADA,193LogHAR,0.2254,True,ADA,194LightGBM-X,0.2254,True,ADA,195LightGBM-H,0.2254,True,ADA,196LSTM,0.2254,True,ADA,197LASSO-X,0.2254,True,ADA,198LASSO-H,0.2254,True,ADA,199HAR-J,0.2254,True,ADA,1100HAR-CJ,0.2254,True,ADA,1101HAR,0.2254,True,ADA,1102ElasticNet-X,0.2254,True,ADA,1103ElasticNet-H,0.2254,True,ADA,1104XGBoost-X,0.2254,True,ADA,1105RealGARCH,0.0324,False,ADA,1106EGARCH,0.0106,False,ADA,1107GJR,0.0036,False,ADA,1108HARQ,0.003,False,ADA,1109GARCH,0.0028,False,ADA,1110Comb-InvMSE,0.181,True,ADA,5111Comb-Mean,0.181,True,ADA,5112XGBoost-H,0.181,True,ADA,5113Transformer,0.181,True,ADA,5114Ridge-X,0.181,True,ADA,5115Ridge-H,0.181,True,ADA,5116RF-X,0.181,True,ADA,5117RF-H,0.181,True,ADA,5118Pooled-LGBM,0.181,True,ADA,5119LogHAR,0.181,True,ADA,5120LightGBM-X,0.181,True,ADA,5121LightGBM-H,0.181,True,ADA,5122LSTM,0.181,True,ADA,5123LASSO-X,0.181,True,ADA,5124LASSO-H,0.181,True,ADA,5125HARQ,0.181,True,ADA,5126ElasticNet-X,0.181,True,ADA,5127ElasticNet-H,0.181,True,ADA,5128XGBoost-X,0.181,True,ADA,5129SHAR,0.042,False,ADA,5130HAR,0.0302,False,ADA,5131RealGARCH,0.022,False,ADA,5132HAR-CJ,0.01,False,ADA,5133HAR-J,0.0066,False,ADA,5134EGARCH,0.0004,False,ADA,5135GJR,0.0,False,ADA,5136GARCH,0.0,False,ADA,5137Comb-InvMSE,0.1938,True,ADA,22138LASSO-X,0.1938,True,ADA,22139XGBoost-H,0.1938,True,ADA,22140Transformer,0.1938,True,ADA,22141Ridge-X,0.1938,True,ADA,22142Ridge-H,0.1938,True,ADA,22143RF-X,0.1938,True,ADA,22144RF-H,0.1938,True,ADA,22145Pooled-LGBM,0.1938,True,ADA,22146LogHAR,0.1938,True,ADA,22147LightGBM-X,0.1938,True,ADA,22148LightGBM-H,0.1938,True,ADA,22149LSTM,0.1938,True,ADA,22150LASSO-H,0.1938,True,ADA,22151ElasticNet-X,0.1938,True,ADA,22152ElasticNet-H,0.1938,True,ADA,22153XGBoost-X,0.1938,True,ADA,22154RealGARCH,0.0088,False,ADA,22155Comb-Mean,0.0086,False,ADA,22156HARQ,0.0002,False,ADA,22157HAR-J,0.0,False,ADA,22158HAR-CJ,0.0,False,ADA,22159HAR,0.0,False,ADA,22160GJR,0.0,False,ADA,22161GARCH,0.0,False,ADA,22162SHAR,0.0,False,ADA,22163EGARCH,0.0,False,ADA,22164Comb-InvMSE,0.1094,True,AUDUSD,1165Comb-Mean,0.1094,True,AUDUSD,1166XGBoost-H,0.1094,True,AUDUSD,1167SHAR,0.1094,True,AUDUSD,1168Ridge-X,0.1094,True,AUDUSD,1169Ridge-H,0.1094,True,AUDUSD,1170RealGARCH,0.1094,True,AUDUSD,1171RF-X,0.1094,True,AUDUSD,1172RF-H,0.1094,True,AUDUSD,1173Pooled-LGBM,0.1094,True,AUDUSD,1174LogHAR,0.1094,True,AUDUSD,1175LightGBM-X,0.1094,True,AUDUSD,1176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