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transferability.csv 2.1 KB 50 lines csv

1cls,ticker,h,model,qlike2equity,NVDA,1,Pooled-LGBM,0.157287410704946653equity,NVDA,1,HAR,0.155194139149595734equity,NVDA,1,LightGBM-X,0.175350348557323735equity,NVDA,1,Pooled-LGBM-LOO,0.27210722553573126equity,NVDA,5,Pooled-LGBM,0.142559918485008687equity,NVDA,5,HAR,0.13464550487149578equity,NVDA,5,LightGBM-X,0.156614294730359489equity,NVDA,5,Pooled-LGBM-LOO,0.4359878173317075510equity,NVDA,22,Pooled-LGBM,0.1783170876973147711equity,NVDA,22,HAR,0.1477669725550912512equity,NVDA,22,LightGBM-X,0.1955643885177130213equity,NVDA,22,Pooled-LGBM-LOO,1.155434749175481714fx,GBPUSD,1,Pooled-LGBM,0.1188326645468115715fx,GBPUSD,1,HAR,0.1281572318275648616fx,GBPUSD,1,LightGBM-X,0.1319792963872597817fx,GBPUSD,1,Pooled-LGBM-LOO,0.1227555906767184718fx,GBPUSD,5,Pooled-LGBM,0.0889445844765970519fx,GBPUSD,5,HAR,0.0989031714851098420fx,GBPUSD,5,LightGBM-X,0.1006658574228340821fx,GBPUSD,5,Pooled-LGBM-LOO,0.107071214805908222fx,GBPUSD,22,Pooled-LGBM,0.115673135837256123fx,GBPUSD,22,HAR,0.1088536089976920924fx,GBPUSD,22,LightGBM-X,0.1299320076469512625fx,GBPUSD,22,Pooled-LGBM-LOO,0.1752277819566912826crypto,ETH,1,Pooled-LGBM,0.260364204834021627crypto,ETH,1,HAR,0.3169308607716904728crypto,ETH,1,LightGBM-X,0.2586859040597953629crypto,ETH,1,Pooled-LGBM-LOO,0.481249835248667930crypto,ETH,5,Pooled-LGBM,0.2368349250093721731crypto,ETH,5,HAR,0.285537179256908432crypto,ETH,5,LightGBM-X,0.2496663609587707633crypto,ETH,5,Pooled-LGBM-LOO,0.872070224452166134crypto,ETH,22,Pooled-LGBM,0.2151763671789752635crypto,ETH,22,HAR,0.2863734507329137636crypto,ETH,22,LightGBM-X,0.2373906750155401537crypto,ETH,22,Pooled-LGBM-LOO,2.987881570485151438futures,GC,1,Pooled-LGBM,0.130215807867099439futures,GC,1,HAR,0.130849965974023240futures,GC,1,LightGBM-X,0.1533428982227133541futures,GC,1,Pooled-LGBM-LOO,0.1535382960350593442futures,GC,5,Pooled-LGBM,0.103196697571499243futures,GC,5,HAR,0.1054537040681816444futures,GC,5,LightGBM-X,0.132542595036406545futures,GC,5,Pooled-LGBM-LOO,0.1489564634759175746futures,GC,22,Pooled-LGBM,0.1610687352510351647futures,GC,22,HAR,0.1674963428256483848futures,GC,22,LightGBM-X,0.182108866944281349futures,GC,22,Pooled-LGBM-LOO,0.373662770599820950
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