spb/wp12_uqo

1model,sharpe,ann_ret,ann_vol,turnover,cls2Comb-InvMSE,0.3273998809143982,0.0432269604090165,0.11172618129619857,0.0561009265599838,all3Comb-Mean,0.3426722402508124,0.04452808805051158,0.10930213387034447,0.051805137154036715,all4EGARCH,0.34342720862712106,0.04613435468710052,0.11217640220406055,0.04064376003471554,all5GARCH,0.354228082974435,0.046607585193905905,0.11079615912591594,0.03289194048116002,all6GJR,0.35270525977724193,0.04651242471058173,0.1117596254581313,0.03144044844931566,all7HAR,0.3356457532896587,0.04346413026841276,0.10888889066308774,0.05370828873235227,all8HAR-CJ,0.3366859255790582,0.04369261558432196,0.10930628445304118,0.057939820771447055,all9HARQ,0.30567647038588414,0.0448953899415901,0.12330081158055892,0.08737492105926528,all10LASSO-X,0.307188109097296,0.04150902629054667,0.113341984669667,0.08180271598957928,all11LSTM,0.37654531966610216,0.049120536354330745,0.1128247843188764,0.012471678427879385,all12LightGBM-X,0.2598878792161455,0.039177652998912994,0.1224708691621083,0.1184216768365089,all13LogHAR,0.31814823549748444,0.042923783380820126,0.11405904479508745,0.0725895546917703,all14Pooled-LGBM,0.294068018469384,0.04228612705053509,0.11926396927702473,0.10474611536986542,all15RF-X,0.30568101264042924,0.04294604853900665,0.11741612799423652,0.07846215279871178,all16RealGARCH,0.33414141522525115,0.04481247700754426,0.11432793643060599,0.06194252101645561,all17Ridge-X,0.30272262137064243,0.041006560240843454,0.1135481608093053,0.08531962588899651,all18SHAR,0.3063675130395926,0.04024035208114272,0.11046323959724667,0.07811519499247936,all19Transformer,0.3473929616710894,0.047380112871117104,0.11793504844704261,0.003653309352194476,all20XGBoost-X,0.2802182432227578,0.04086639523838035,0.12029282057131974,0.10605297296296333,all21