spb/wp12_uqo

1variant,cls,h,model,qlike,n2all,crypto,1,Comb-InvMSE,0.3305347776284684,108013all,crypto,1,Comb-Mean,0.4026707511887944,109514all,crypto,1,EGARCH,1.0223847235338663,109515all,crypto,1,ElasticNet-H,0.33482328428438196,109516all,crypto,1,ElasticNet-X,0.32702759002138276,109517all,crypto,1,GARCH,0.9916465702689078,109518all,crypto,1,GJR,0.9915028277611524,109519all,crypto,1,HAR,0.5935751756764976,1095110all,crypto,1,HAR-CJ,0.4410596590881503,1095111all,crypto,1,HAR-J,0.4404598346493263,1095112all,crypto,1,HARQ,1.3233067610371212,1095113all,crypto,1,LASSO-H,0.3352753392714037,1095114all,crypto,1,LASSO-X,0.32995674318251017,1095115all,crypto,1,LSTM,0.4812000262585045,1095116all,crypto,1,LightGBM-H,0.38945759724463647,1095117all,crypto,1,LightGBM-X,0.3607024950213477,1095118all,crypto,1,LogHAR,0.3408471059388523,1095119all,crypto,1,Pooled-LGBM,0.34904143733053344,1095120all,crypto,1,RF-H,0.3635163689137699,1095121all,crypto,1,RF-X,0.3300406103096659,1095122all,crypto,1,RealGARCH,0.3666595903262275,1095123all,crypto,1,Ridge-H,0.33473958952446925,1095124all,crypto,1,Ridge-X,0.32598552726648716,1095125all,crypto,1,SHAR,0.538859930616039,1095126all,crypto,1,Transformer,0.8623189561561352,1095127all,crypto,1,XGBoost-H,0.38844111744868004,1095128all,crypto,1,XGBoost-X,0.33423060942291993,1095129all,crypto,5,Comb-InvMSE,0.31444511431277294,1078130all,crypto,5,Comb-Mean,0.39895053762236365,1093131all,crypto,5,EGARCH,0.9632293995718492,1093132all,crypto,5,ElasticNet-H,0.32116638265591974,1093133all,crypto,5,ElasticNet-X,0.3178926157082307,1093134all,crypto,5,GARCH,0.9551964887926782,1093135all,crypto,5,GJR,0.9560940539102223,1093136all,crypto,5,HAR,0.9100315820163376,1093137all,crypto,5,HAR-CJ,0.6386398491555745,1093138all,crypto,5,HAR-J,0.6367117036652461,1093139all,crypto,5,HARQ,1.1859832083875503,1093140all,crypto,5,LASSO-H,0.3227685624528581,1093141all,crypto,5,LASSO-X,0.321198273071788,1093142all,crypto,5,LSTM,0.4361731532149504,1093143all,crypto,5,LightGBM-H,0.38901828935509675,1093144all,crypto,5,LightGBM-X,0.43332068190182405,1093145all,crypto,5,LogHAR,0.32052136962057953,1093146all,crypto,5,Pooled-LGBM,0.38887807770218147,1093147all,crypto,5,RF-H,0.34864789837142035,1093148all,crypto,5,RF-X,0.35260550368748683,1093149all,crypto,5,RealGARCH,0.35914776869019494,1093150all,crypto,5,Ridge-H,0.3209388118332612,1093151all,crypto,5,Ridge-X,0.31773044724933963,1093152all,crypto,5,SHAR,0.842669032127561,1093153all,crypto,5,Transformer,0.7625032606652649,1093154all,crypto,5,XGBoost-H,0.3703507486932473,1093155all,crypto,5,XGBoost-X,0.3820731069724372,1093156all,crypto,22,Comb-InvMSE,0.35943760209900716,1069657all,crypto,22,Comb-Mean,0.4636615515652864,1084658all,crypto,22,EGARCH,0.9520100139231235,1084659all,crypto,22,ElasticNet-H,0.3790639726991443,1084660all,crypto,22,ElasticNet-X,0.35281083915784855,1084661all,crypto,22,GARCH,0.9789114834362417,1084662all,crypto,22,GJR,0.9793106413020347,1084663all,crypto,22,HAR,0.5503982696380716,1084664all,crypto,22,HAR-CJ,0.6654794135657103,1084665all,crypto,22,HAR-J,0.5697482901379679,1084666all,crypto,22,HARQ,1.0275810220525396,1084667all,crypto,22,LASSO-H,0.38725863812206257,1084668all,crypto,22,LASSO-X,0.36548205249679483,1084669all,crypto,22,LSTM,0.4641668245231874,1084670all,crypto,22,LightGBM-H,0.5126206595444626,1084671all,crypto,22,LightGBM-X,0.5426955044851631,1084672all,crypto,22,LogHAR,0.3718242659503155,1084673all,crypto,22,Pooled-LGBM,0.43138006994126843,1084674all,crypto,22,RF-H,0.446016392952974,1084675all,crypto,22,RF-X,0.42904751186330753,1084676all,crypto,22,RealGARCH,0.4597314524255197,1084677all,crypto,22,Ridge-H,0.3781207231021464,1084678all,crypto,22,Ridge-X,0.3525671436378236,1084679all,crypto,22,SHAR,0.5498669931592686,1084680all,crypto,22,Transformer,0.6629277153450591,1084681all,crypto,22,XGBoost-H,0.507511968059099,1084682all,crypto,22,XGBoost-X,0.5125791016713663,1084683all,equity,1,Comb-InvMSE,0.15661547956787858,2347784all,equity,1,Comb-Mean,0.1629592378291301,2377785all,equity,1,EGARCH,0.3049692735728491,2377786all,equity,1,ElasticNet-H,0.1612481962796339,2377787all,equity,1,ElasticNet-X,0.15133022733347387,2377788all,equity,1,GARCH,0.22577073960481342,2377789all,equity,1,GJR,0.2219601701486909,2377790all,equity,1,HAR,0.21170220799193284,2377791all,equity,1,HAR-CJ,0.21986416614973964,2377792all,equity,1,HAR-J,0.2180606976302502,2377793all,equity,1,HARQ,0.3714711748703985,2377794all,equity,1,LASSO-H,0.1620430721979724,2377795all,equity,1,LASSO-X,0.15295787145135467,2377796all,equity,1,LSTM,0.30701531942967736,2377797all,equity,1,LightGBM-H,0.21434261972081894,2377798all,equity,1,LightGBM-X,0.2003884406775415,2377799all,equity,1,LogHAR,0.16142728478668433,23777100all,equity,1,Pooled-LGBM,0.16799184860385885,23777101all,equity,1,RF-H,0.19690677530457332,23777102all,equity,1,RF-X,0.1776234425712946,23777103all,equity,1,RealGARCH,0.16217643093527465,23777104all,equity,1,Ridge-H,0.16119029771487223,23777105all,equity,1,Ridge-X,0.1513754729657814,23777106all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