Option Hedging on 317 shorter prediction horizons
1.8Diebold-Mariano Test StatisticSKINN+DSNN-NASV
Evaluation Results
| Method | Links | |
|---|---|---|
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=ABSM2026.04 | 1.8 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=ABSM2026.04 | 1.75 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=ABSM2026.04 | 1.48 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=ABSM2026.04 | 1.44 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=ABSM2026.04 | 1.11 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=BSM2026.04 | 0.79 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=BSM2026.04 | 0.7 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=BSM2026.04 | 0.68 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=ABSM2026.04 | 0.63 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=BSM2026.04 | 0.07 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=BSM2026.04 | -0.16 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=BSM2026.04 | -0.71 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=PINN+BSM2026.04 | -2.22 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=NN2026.04 | -2.25 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=NN+Bnd2026.04 | -2.33 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=NN2026.04 | -2.34 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=PINN+BSM2026.04 | -2.34 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=PINN+BSM2026.04 | -2.41 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=PINN+BSM2026.04 | -2.41 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=PINN+BSM2026.04 | -2.46 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=NN+Bnd2026.04 | -2.47 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=PINN+BSM2026.04 | -2.53 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=NN+Shape2026.04 | -2.7 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=NN2026.04 | -2.74 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=NN+Shape2026.04 | -2.77 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=NN2026.04 | -2.78 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=NN2026.04 | -2.8 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=NN+Bnd2026.04 | -2.87 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=NN+Bnd2026.04 | -2.94 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=NN+Bnd2026.04 | -2.96 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=NN+Shape2026.04 | -3.03 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=NN+Shape2026.04 | -3.1 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=NN+Shape2026.04 | -3.11 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=NN2026.04 | -3.14 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=PINN+BSM2026.04 | -3.23 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=PINN+BSM2026.04 | -3.29 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=NN+Shape2026.04 | -3.34 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=NN+Bnd2026.04 | -3.59 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=NN+Shape2026.04 | -3.86 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=NN+Shape2026.04 | -3.89 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=NN2026.04 | -3.94 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=NN2026.04 | -4.02 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=NN+Bnd2026.04 | -4.44 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=NN+Bnd2026.04 | -4.58 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=ABSM2026.04 | -5.57 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=ABSM2026.04 | -5.59 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=HSVJ2026.04 | -5.61 | |
| SKINN+AE-BSMKnowledge Representation Category=NPSKR, Reference Model=HSV2026.04 | -5.68 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=HSVJ2026.04 | -6.06 | |
| SKINN+DSNN-HSVKnowledge Representation Category=SPSKR, Reference Model=HSV2026.04 | -6.26 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=BSM2026.04 | -6.34 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=HSVJ2026.04 | -6.43 | |
| SKINN+DSNN-NASVKnowledge Representation Category=SPSKR, Reference Model=HSV2026.04 | -6.51 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=HSVJ2026.04 | -6.56 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=BSM2026.04 | -6.58 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=HSVJ2026.04 | -6.66 | |
| SKINN+MOPAKnowledge Representation Category=NPSKR, Reference Model=HSV2026.04 | -6.69 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=HSVJ2026.04 | -6.77 | |
| SKINN+HSVJKnowledge Representation Category=PSKR, Reference Model=HSV2026.04 | -6.78 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=HSVJ2026.04 | -6.88 | |
| SKINN+ABSMKnowledge Representation Category=PSKR, Reference Model=HSV2026.04 | -6.9 | |
| SKINN+BSMKnowledge Representation Category=PSKR, Reference Model=HSV2026.04 | -7.01 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=HSVJ2026.04 | -7.11 | |
| SKINN+HSVKnowledge Representation Category=PSKR, Reference Model=HSV2026.04 | -7.32 |