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TR_Agent/PaPP v2/Modello/results/mr_summary.json
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Pietro GiacobazziandDevin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com> 7d329a0591 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

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JSON

{
"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
}
}
}