PaPP v2 Modello: modello mean-reversion (rev/speed/disc) pooled 4 FX + LOSO + doc

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 09:28:15 +00:00
parent 0187cb6bd7
commit 7d329a0591
14 changed files with 623 additions and 2 deletions
@@ -0,0 +1,51 @@
+{
+  "wf": {
+    "rev": {
+      "n": 1594.0,
+      "base_rate": 0.7183856164543461,
+      "acc_baseline": 0.7183856164543461,
+      "auc": 0.6478491068895667,
+      "acc": 0.7130101340748866,
+      "test_year": 2016.5
+    },
+    "speed": {
+      "n": 1406.55,
+      "mae": 3.6537111122909542,
+      "mae_baseline": 3.7337467740160712,
+      "skill_%": 1.7998203587207346,
+      "r2": 0.07833366023387726,
+      "test_year": 2016.5
+    },
+    "disc": {
+      "n": 1596.7,
+      "mae": 0.7847562209218487,
+      "mae_baseline": 0.7657217825432683,
+      "skill_%": -3.381481774117468,
+      "r2": -0.36203395606382444,
+      "test_year": 2016.5
+    }
+  },
+  "loso": {
+    "rev": {
+      "n": 9158.75,
+      "base_rate": 0.7332508850822013,
+      "acc_baseline": 0.7332508850822013,
+      "auc": 0.6832616474122095,
+      "acc": 0.734214604291265
+    },
+    "speed": {
+      "n": 8074.5,
+      "mae": 3.623027046004933,
+      "mae_baseline": 3.681509303774863,
+      "skill_%": 1.5089741861901707,
+      "r2": 0.10472786227956943
+    },
+    "disc": {
+      "n": 9172.25,
+      "mae": 0.7376737912774329,
+      "mae_baseline": 0.7508315845634095,
+      "skill_%": 1.6365036251379943,
+      "r2": 0.09918099038269396
+    }
+  }
+}