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mcs_inclusion.csv 1.2 KB 83 lines csv

1h,model,mcs_inclusion21,Comb-InvMSE,1.031,Comb-Mean,0.9241,EGARCH,0.2451,ElasticNet-H,0.9261,ElasticNet-X,1.071,GARCH,0.2481,GJR,0.3691,HAR,0.76101,HAR-CJ,0.72111,HAR-J,0.72121,HARQ,0.84131,LASSO-H,0.96141,LASSO-X,1.0151,LSTM,0.2161,LightGBM-H,0.32171,LightGBM-X,0.68181,LogHAR,1.0191,Pooled-LGBM,1.0201,RF-H,0.88211,RF-X,1.0221,RealGARCH,0.92231,Ridge-H,0.92241,Ridge-X,1.0251,SHAR,0.72261,Transformer,0.2271,XGBoost-H,0.48281,XGBoost-X,0.92295,Comb-InvMSE,1.0305,Comb-Mean,0.96315,EGARCH,0.52325,ElasticNet-H,1.0335,ElasticNet-X,1.0345,GARCH,0.48355,GJR,0.6365,HAR,0.72375,HAR-CJ,0.76385,HAR-J,0.72395,HARQ,0.84405,LASSO-H,1.0415,LASSO-X,1.0425,LSTM,0.36435,LightGBM-H,0.32445,LightGBM-X,0.8455,LogHAR,1.0465,Pooled-LGBM,1.0475,RF-H,1.0485,RF-X,1.0495,RealGARCH,0.96505,Ridge-H,1.0515,Ridge-X,1.0525,SHAR,0.72535,Transformer,0.28545,XGBoost-H,0.68555,XGBoost-X,0.925622,Comb-InvMSE,1.05722,Comb-Mean,0.885822,EGARCH,0.765922,ElasticNet-H,1.06022,ElasticNet-X,1.06122,GARCH,0.86222,GJR,0.766322,HAR,0.886422,HAR-CJ,0.886522,HAR-J,0.886622,HARQ,0.886722,LASSO-H,1.06822,LASSO-X,1.06922,LSTM,0.527022,LightGBM-H,0.527122,LightGBM-X,0.567222,LogHAR,1.07322,Pooled-LGBM,0.967422,RF-H,1.07522,RF-X,1.07622,RealGARCH,0.967722,Ridge-H,1.07822,Ridge-X,1.07922,SHAR,0.888022,Transformer,0.48122,XGBoost-H,0.88222,XGBoost-X,0.8483
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