Option Hedging on 317 longer prediction horizons (out-of-sample)
-8.42Diebold-Mariano Test StatisticSKINN+HSV
Evaluation Results
| Method | Links | |
|---|---|---|
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=HSV2026.04 | -8.42 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=HSVJ2026.04 | -8.34 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=HSV2026.04 | -8.32 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=HSVJ2026.04 | -8.26 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=HSV2026.04 | -8.12 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=HSV2026.04 | -8.11 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=HSVJ2026.04 | -8.07 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=HSVJ2026.04 | -8.03 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=HSV2026.04 | -6.69 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=HSVJ2026.04 | -6.47 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=HSV2026.04 | -6.37 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=BSM2026.04 | -6.33 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=HSVJ2026.04 | -6.18 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=HSV2026.04 | -5.64 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=HSV2026.04 | -5.63 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=HSVJ2026.04 | -5.58 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=HSVJ2026.04 | -5.57 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=NN+Bnd2026.04 | -5.12 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=BSM2026.04 | -5.07 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=NN+Bnd2026.04 | -5.07 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=ABSM2026.04 | -4.96 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=NN2026.04 | -4.71 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=NN2026.04 | -4.59 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=NN+Shape2026.04 | -4.46 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=NN+Shape2026.04 | -4.41 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=PINN+BSM2026.04 | -4.32 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=PINN+BSM2026.04 | -4.29 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=NN+Bnd2026.04 | -4.07 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=NN+Shape2026.04 | -3.88 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=NN2026.04 | -3.83 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=NN+Bnd2026.04 | -3.71 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=NN+Shape2026.04 | -3.67 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=ABSM2026.04 | -3.66 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=NN2026.04 | -3.63 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=NN+Shape2026.04 | -3.6 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=NN2026.04 | -3.58 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=NN+Bnd2026.04 | -3.5 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=NN+Shape2026.04 | -3.49 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=NN2026.04 | -3.44 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=NN2026.04 | -3.41 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=NN+Bnd2026.04 | -3.4 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=PINN+BSM2026.04 | -3.34 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=NN+Shape2026.04 | -3.31 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=PINN+BSM2026.04 | -3.29 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=PINN+BSM2026.04 | -3.23 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=NN+Bnd2026.04 | -3.14 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=NN+Shape2026.04 | -3.03 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=PINN+BSM2026.04 | -3.01 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=PINN+BSM2026.04 | -2.94 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=NN2026.04 | -2.89 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=NN+Bnd2026.04 | -2.56 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=PINN+BSM2026.04 | -2.45 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=BSM2026.04 | 0.26 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=BSM2026.04 | 0.35 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=BSM2026.04 | 0.68 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=BSM2026.04 | 0.72 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=BSM2026.04 | 0.84 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=ABSM2026.04 | 1.25 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=ABSM2026.04 | 1.35 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=ABSM2026.04 | 1.45 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=BSM2026.04 | 1.45 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=ABSM2026.04 | 1.55 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=ABSM2026.04 | 1.78 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=ABSM2026.04 | 2.01 |