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TR_Agent/PaPP v2/Modello/results/mr_wf_disc.csv
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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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1.7 KiB
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n,mae,mae_baseline,skill_%,r2,test_year
468,0.5210450337997958,0.4877705555555555,-6.82174802584008,-0.440278374819538,2007
511,1.4979005200832076,1.46627927592955,-2.1565635327970734,-0.4428980601648529,2008
590,0.5372706093503566,0.624245779661017,13.932840740691965,0.09814855360679986,2009
548,0.8435515547481117,0.9210056204379563,8.40972779873087,-0.20129888622520697,2010
649,0.6264895295465607,0.7349227426810478,14.754368974746313,-0.23270335993701874,2011
563,0.8444189035765441,0.7120972291296623,-18.581967326092208,-0.6572098948790617,2012
574,0.6570009471217217,0.5640415679442509,-16.480944749564785,-1.9530900867332583,2013
1089,0.8585576108637076,0.8849660055096419,2.984114020371431,-0.0058690268732339845,2014
2465,0.86287949087831,0.8346033630831645,-3.387971945223023,0.1741985535476418,2015
2440,0.9893521953097881,0.9588108852459016,-3.1853320121677298,0.06164644338816894,2016
2405,0.6483027913003414,0.606651659043659,-6.865741094707012,-0.3827607195275795,2017
2208,0.716304832228868,0.6826646195652174,-4.927780303756735,-0.30219708772441267,2018
2520,0.7276522650483845,0.693340365079365,-4.948781536048585,-0.9380918084727767,2019
2351,1.0262956818683626,0.9582834198213527,-7.097301345325269,-0.054525480586665065,2020
2378,0.5921425747388034,0.566631362489487,-4.502259129680586,-0.6404632411590949,2021
2074,0.9417510265311481,1.0620946142719383,11.330778456426438,-0.41893129794772066,2022
2185,0.6089553673717031,0.5467215652173913,-11.383088964044408,-0.23632995343602725,2023
2317,0.7212702214350022,0.6373334527406128,-13.169992620574188,-0.24062608198432445,2024
2335,0.7021795509288201,0.7111189250535332,1.2570856729822166,0.1140083899835217,2025
1264,0.7718037117074369,0.6608526424050633,-16.78907856047691,-0.5414077013318492,2026