spb/wp12_uqo

1cls,model,sharpe2crypto,Comb-InvMSE,-0.083861464208588343crypto,Comb-Mean,-0.0589247333825843954crypto,EGARCH,0.016870914942628125crypto,GARCH,0.0047155357325394016crypto,GJR,0.0153619677684611247crypto,HAR,-0.053612510585851278crypto,HAR-CJ,-0.0366548212516739crypto,HARQ,-0.04812578224736506510crypto,LASSO-X,-0.1030355443140284311crypto,LSTM,-0.003227258480718903312crypto,LightGBM-X,-0.1268188211467187713crypto,LogHAR,-0.0957416649203709114crypto,Pooled-LGBM,-0.1214868661308197615crypto,RF-X,-0.0941967799285173516crypto,RealGARCH,-0.0907787452067836717crypto,Ridge-X,-0.11183732065393518crypto,SHAR,-0.0370412931147592619crypto,Transformer,0.01309316955146639920crypto,XGBoost-X,-0.1164894383907485221equity,Comb-InvMSE,0.682135403350789122equity,Comb-Mean,0.697125553561271123equity,EGARCH,0.657343603225100224equity,GARCH,0.671831901135399525equity,GJR,0.66345171160423126equity,HAR,0.689138499279952427equity,HAR-CJ,0.686157458056475928equity,HARQ,0.630079737138374129equity,LASSO-X,0.678916860495837430equity,LSTM,0.687292956685133131equity,LightGBM-X,0.61926725315759132equity,LogHAR,0.685851964846418533equity,Pooled-LGBM,0.679424688163742234equity,RF-X,0.669169752724032335equity,RealGARCH,0.700793576534697536equity,Ridge-X,0.674238962276421337equity,SHAR,0.630886540253185738equity,Transformer,0.626041364683048439equity,XGBoost-X,0.64059074543960340futures,Comb-InvMSE,0.330207388894436641futures,Comb-Mean,0.3445602564648357342futures,EGARCH,0.3618160872355943343futures,GARCH,0.3575577132958769344futures,GJR,0.3563039565467226445futures,HAR,0.322672521529386546futures,HAR-CJ,0.322573694681743347futures,HARQ,0.335039377506545248futures,LASSO-X,0.3073533901125743449futures,LSTM,0.396326017654005950futures,LightGBM-X,0.279521722125111951futures,LogHAR,0.307956078902333152futures,Pooled-LGBM,0.314490234315686153futures,RF-X,0.301928970477128154futures,RealGARCH,0.3232140686752728655futures,Ridge-X,0.311134859379574156futures,SHAR,0.2977211818427278357futures,Transformer,0.361833799064920558futures,XGBoost-X,0.296131465613080159fx,Comb-InvMSE,0.0263826731845643260fx,Comb-Mean,0.0334745710492683461fx,EGARCH,0.0237618345071825262fx,GARCH,0.0652033635729594463fx,GJR,0.0649569513625637164fx,HAR,0.030891756944853265fx,HAR-CJ,0.0251958383522687566fx,HARQ,-0.01869071760650764567fx,LASSO-X,-0.02621102130374066668fx,LSTM,0.1150419257869575769fx,LightGBM-X,-0.0917980112128478570fx,LogHAR,0.00682283381262266471fx,Pooled-LGBM,-0.0815126521654307372fx,RF-X,-0.01766663279452922573fx,RealGARCH,0.0366845995883711974fx,Ridge-X,-0.0341623564252694775fx,SHAR,0.00938459596362314476fx,Transformer,0.109955110372963277fx,XGBoost-X,-0.05973230198774872578