Option Pricing on Option pricing data 317 shorter prediction horizons (out-of-sample)
4.49Diebold-Mariano StatisticNN+Shape
Evaluation Results
| Method | Links | |
|---|---|---|
| NN+Shapebaseline_comparison=NN+Bnd2026.04 | 4.49 | |
| PINN+BSMbaseline_comparison=NN+Bnd2026.04 | 4.26 | |
| NN+Shapebaseline_comparison=NN2026.04 | 3.01 | |
| PINN+BSMbaseline_comparison=NN2026.04 | 2.79 | |
| ABSMbaseline_comparison=BSM2026.04 | 1.99 | |
| PINN+BSMbaseline_comparison=HSVJ2026.04 | 1.85 | |
| NN+Shapebaseline_comparison=HSVJ2026.04 | 1.81 | |
| PINN+BSMbaseline_comparison=HSV2026.04 | 0.64 | |
| NN+Shapebaseline_comparison=HSV2026.04 | 0.59 | |
| PINN+BSMbaseline_comparison=BSM2026.04 | 0.21 | |
| NN+Shapebaseline_comparison=BSM2026.04 | 0.16 | |
| SKINN+DSNN-HSVcategory=SPSKR, baseline_comparison=NN+Bnd2026.04 | 0.15 | |
| PINN+BSMbaseline_comparison=NN+Shape2026.04 | 0.13 | |
| SKINN+DSNN-NASVcategory=SPSKR, baseline_comparison=NN+Bnd2026.04 | 0.01 | |
| PINN+BSMbaseline_comparison=ABSM2026.04 | -0.02 | |
| SKINN+AE-BSMcategory=NPSKR, baseline_comparison=NN+Bnd2026.04 | -0.06 | |
| NN+Shapebaseline_comparison=ABSM2026.04 | -0.07 | |
| SKINN+ABSMcategory=PSKR, baseline_comparison=NN+Bnd2026.04 | -0.11 | |
| SKINN+BSMcategory=PSKR, baseline_comparison=NN+Bnd2026.04 | -0.24 | |
| SKINN+HSVcategory=PSKR, baseline_comparison=NN+Bnd2026.04 | -0.57 | |
| NNbaseline_comparison=HSVJ2026.04 | -0.61 | |
| SKINN+HSVJcategory=PSKR, baseline_comparison=NN+Bnd2026.04 | -0.63 | |
| SKINN+DSNN-HSVcategory=SPSKR, baseline_comparison=NN2026.04 | -0.88 | |
| SKINN+DSNN-NASVcategory=SPSKR, baseline_comparison=NN2026.04 | -0.99 | |
| SKINN+ABSMcategory=PSKR, baseline_comparison=NN2026.04 | -1.16 | |
| SKINN+MOPAcategory=NPSKR, baseline_comparison=NN+Bnd2026.04 | -1.16 | |
| SKINN+BSMcategory=PSKR, baseline_comparison=NN2026.04 | -1.27 | |
| NN+Bndbaseline_comparison=HSVJ2026.04 | -1.35 | |
| NNbaseline_comparison=HSV2026.04 | -1.49 | |
| SKINN+HSVcategory=PSKR, baseline_comparison=NN2026.04 | -1.65 | |
| SKINN+HSVJcategory=PSKR, baseline_comparison=NN2026.04 | -1.68 | |
| NNbaseline_comparison=BSM2026.04 | -1.72 | |
| SKINN+AE-BSMcategory=NPSKR, baseline_comparison=HSVJ2026.04 | -1.73 | |
| SKINN+AE-BSMcategory=NPSKR, baseline_comparison=NN2026.04 | -1.79 | |
| NNbaseline_comparison=ABSM2026.04 | -1.88 | |
| SKINN+DSNN-HSVcategory=SPSKR, baseline_comparison=HSVJ2026.04 | -1.98 | |
| HSVbaseline_comparison=BSM2026.04 | -2.16 | |
| NN+Bndbaseline_comparison=HSV2026.04 | -2.22 | |
| NN+Bndbaseline_comparison=NN2026.04 | -2.41 | |
| SKINN+MOPAcategory=NPSKR, baseline_comparison=NN2026.04 | -2.42 | |
| NN+Bndbaseline_comparison=BSM2026.04 | -2.42 | |
| SKINN+DSNN-NASVcategory=SPSKR, baseline_comparison=HSVJ2026.04 | -2.54 | |
| NN+Bndbaseline_comparison=ABSM2026.04 | -2.58 | |
| SKINN+BSMcategory=PSKR, baseline_comparison=HSVJ2026.04 | -2.8 | |
| SKINN+AE-BSMcategory=NPSKR, baseline_comparison=HSV2026.04 | -2.84 | |
| HSVbaseline_comparison=ABSM2026.04 | -2.89 | |
| SKINN+ABSMcategory=PSKR, baseline_comparison=HSVJ2026.04 | -2.94 | |
| SKINN+MOPAcategory=NPSKR, baseline_comparison=HSVJ2026.04 | -2.97 | |
| SKINN+AE-BSMcategory=NPSKR, baseline_comparison=BSM2026.04 | -2.98 | |
| SKINN+HSVcategory=PSKR, baseline_comparison=HSVJ2026.04 | -3.09 | |
| SKINN+DSNN-HSVcategory=SPSKR, baseline_comparison=PINN+BSM2026.04 | -3.16 | |
| SKINN+AE-BSMcategory=NPSKR, baseline_comparison=ABSM2026.04 | -3.17 | |
| SKINN+DSNN-HSVcategory=SPSKR, baseline_comparison=NN+Shape2026.04 | -3.3 | |
| SKINN+DSNN-HSVcategory=SPSKR, baseline_comparison=HSV2026.04 | -3.4 | |
| SKINN+DSNN-HSVcategory=SPSKR, baseline_comparison=BSM2026.04 | -3.47 | |
| SKINN+DSNN-NASVcategory=SPSKR, baseline_comparison=PINN+BSM2026.04 | -3.48 | |
| SKINN+HSVJcategory=PSKR, baseline_comparison=HSVJ2026.04 | -3.66 | |
| SKINN+DSNN-NASVcategory=SPSKR, baseline_comparison=NN+Shape2026.04 | -3.66 | |
| SKINN+DSNN-HSVcategory=SPSKR, baseline_comparison=ABSM2026.04 | -3.68 | |
| SKINN+BSMcategory=PSKR, baseline_comparison=PINN+BSM2026.04 | -3.76 | |
| SKINN+ABSMcategory=PSKR, baseline_comparison=PINN+BSM2026.04 | -3.88 | |
| SKINN+BSMcategory=PSKR, baseline_comparison=NN+Shape2026.04 | -3.92 | |
| SKINN+AE-BSMcategory=NPSKR, baseline_comparison=PINN+BSM2026.04 | -4.03 | |
| SKINN+ABSMcategory=PSKR, baseline_comparison=NN+Shape2026.04 | -4.1 | |
| SKINN+MOPAcategory=NPSKR, baseline_comparison=BSM2026.04 | -4.18 | |
| SKINN+MOPAcategory=NPSKR, baseline_comparison=HSV2026.04 | -4.18 | |
| SKINN+DSNN-NASVcategory=SPSKR, baseline_comparison=BSM2026.04 | -4.2 | |
| SKINN+DSNN-NASVcategory=SPSKR, baseline_comparison=HSV2026.04 | -4.2 | |
| SKINN+HSVcategory=PSKR, baseline_comparison=PINN+BSM2026.04 | -4.26 | |
| SKINN+AE-BSMcategory=NPSKR, baseline_comparison=NN+Shape2026.04 | -4.34 | |
| SKINN+HSVJcategory=PSKR, baseline_comparison=PINN+BSM2026.04 | -4.37 | |
| SKINN+MOPAcategory=NPSKR, baseline_comparison=ABSM2026.04 | -4.38 | |
| SKINN+BSMcategory=PSKR, baseline_comparison=HSV2026.04 | -4.4 | |
| SKINN+DSNN-NASVcategory=SPSKR, baseline_comparison=ABSM2026.04 | -4.43 | |
| SKINN+BSMcategory=PSKR, baseline_comparison=BSM2026.04 | -4.45 | |
| SKINN+MOPAcategory=NPSKR, baseline_comparison=PINN+BSM2026.04 | -4.46 | |
| SKINN+HSVcategory=PSKR, baseline_comparison=NN+Shape2026.04 | -4.53 | |
| SKINN+HSVcategory=PSKR, baseline_comparison=BSM2026.04 | -4.58 | |
| SKINN+HSVJcategory=PSKR, baseline_comparison=NN+Shape2026.04 | -4.62 | |
| SKINN+HSVcategory=PSKR, baseline_comparison=HSV2026.04 | -4.64 | |
| SKINN+BSMcategory=PSKR, baseline_comparison=ABSM2026.04 | -4.67 | |
| SKINN+MOPAcategory=NPSKR, baseline_comparison=NN+Shape2026.04 | -4.7 | |
| SKINN+ABSMcategory=PSKR, baseline_comparison=HSV2026.04 | -4.76 | |
| SKINN+ABSMcategory=PSKR, baseline_comparison=BSM2026.04 | -4.79 | |
| SKINN+HSVcategory=PSKR, baseline_comparison=ABSM2026.04 | -4.8 | |
| SKINN+ABSMcategory=PSKR, baseline_comparison=ABSM2026.04 | -5.03 | |
| SKINN+HSVJcategory=PSKR, baseline_comparison=BSM2026.04 | -5.27 | |
| SKINN+HSVJcategory=PSKR, baseline_comparison=HSV2026.04 | -5.44 | |
| SKINN+HSVJcategory=PSKR, baseline_comparison=ABSM2026.04 | -5.51 | |
| HSVJbaseline_comparison=ABSM2026.04 | -8.91 | |
| HSVJbaseline_comparison=BSM2026.04 | -9.24 | |
| HSVJbaseline_comparison=HSV2026.04 | -12.95 |