gavindiaz/TR_Agent
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

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

Browse Source 
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
This commit is contained in:
Pietro Giacobazzi
2026-06-17 09:28:15 +00:00
co-authored by Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
parent 0187cb6bd7
commit 7d329a0591
14 changed files with 623 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
PaPP v2/Modello/results/mr_wf_rev.csv
+21
View File
@@ -0,0 +1,21 @@
n,base_rate,acc_baseline,auc,acc,test_year
468,0.6175213675213675,0.6175213675213675,0.641878177495119,0.6260683760683761,2007
511,0.6516634050880626,0.6516634050880626,0.5756149407834801,0.6594911937377691,2008
590,0.7440677966101695,0.7440677966101695,0.5982138816394877,0.7372881355932204,2009
548,0.7408759124087592,0.7408759124087592,0.6361617983764658,0.7299270072992701,2010
649,0.5855161787365177,0.5855161787365177,0.6710135002934846,0.6718027734976888,2011
563,0.8206039076376554,0.8206039076376554,0.6997342591401998,0.7708703374777975,2012
574,0.6933797909407665,0.6933797909407665,0.6654865235267245,0.6428571428571429,2013
1089,0.6464646464646465,0.6464646464646465,0.6203659976387249,0.6721763085399449,2014
2465,0.7829614604462475,0.7829614604462475,0.6354597840298292,0.7517241379310344,2015
2440,0.7487704918032787,0.7487704918032787,0.6421575586789066,0.6905737704918032,2016
2405,0.7600831600831601,0.7600831600831601,0.6408060252797805,0.755925155925156,2017
2208,0.7336956521739131,0.7336956521739131,0.6192271352985639,0.7133152173913043,2018
2520,0.8067460317460318,0.8067460317460318,0.6465879719737271,0.7746031746031746,2019
2351,0.7243726074011059,0.7243726074011059,0.6688414780017834,0.7209698000850702,2020
2378,0.7863751051303617,0.7863751051303617,0.6841361741547013,0.7901597981497056,2021
2074,0.6769527483124397,0.6769527483124397,0.5842326827401454,0.6557377049180327,2022
2185,0.6668192219679634,0.6668192219679634,0.6764596076538425,0.6906178489702517,2023
2317,0.6551575312904618,0.6551575312904618,0.6896672553471812,0.6870953819594303,2024
2335,0.7430406852248393,0.7430406852248393,0.7314169068203651,0.7644539614561028,2025
1210,0.7826446280991736,0.7826446280991736,0.6295204789188191,0.7545454545454545,2026
1 n base_rate acc_baseline auc acc test_year
2 468 0.6175213675213675 0.6175213675213675 0.641878177495119 0.6260683760683761 2007
3 511 0.6516634050880626 0.6516634050880626 0.5756149407834801 0.6594911937377691 2008
4 590 0.7440677966101695 0.7440677966101695 0.5982138816394877 0.7372881355932204 2009
5 548 0.7408759124087592 0.7408759124087592 0.6361617983764658 0.7299270072992701 2010
6 649 0.5855161787365177 0.5855161787365177 0.6710135002934846 0.6718027734976888 2011
7 563 0.8206039076376554 0.8206039076376554 0.6997342591401998 0.7708703374777975 2012
8 574 0.6933797909407665 0.6933797909407665 0.6654865235267245 0.6428571428571429 2013
9 1089 0.6464646464646465 0.6464646464646465 0.6203659976387249 0.6721763085399449 2014
10 2465 0.7829614604462475 0.7829614604462475 0.6354597840298292 0.7517241379310344 2015
11 2440 0.7487704918032787 0.7487704918032787 0.6421575586789066 0.6905737704918032 2016
12 2405 0.7600831600831601 0.7600831600831601 0.6408060252797805 0.755925155925156 2017
13 2208 0.7336956521739131 0.7336956521739131 0.6192271352985639 0.7133152173913043 2018
14 2520 0.8067460317460318 0.8067460317460318 0.6465879719737271 0.7746031746031746 2019
15 2351 0.7243726074011059 0.7243726074011059 0.6688414780017834 0.7209698000850702 2020
16 2378 0.7863751051303617 0.7863751051303617 0.6841361741547013 0.7901597981497056 2021
17 2074 0.6769527483124397 0.6769527483124397 0.5842326827401454 0.6557377049180327 2022
18 2185 0.6668192219679634 0.6668192219679634 0.6764596076538425 0.6906178489702517 2023
19 2317 0.6551575312904618 0.6551575312904618 0.6896672553471812 0.6870953819594303 2024
20 2335 0.7430406852248393 0.7430406852248393 0.7314169068203651 0.7644539614561028 2025
21 1210 0.7826446280991736 0.7826446280991736 0.6295204789188191 0.7545454545454545 2026