Option Pricing on S&P 500 index options 317 longer prediction horizons
3.09Diebold-Mariano Test StatisticNN
Evaluation Results
| Method | Links | |
|---|---|---|
| NNComparison Baseline=HSVJ2026.04 | 3.09 | |
| PINN+BSMComparison Baseline=HSVJ2026.04 | 2.97 | |
| NN+ShapeComparison Baseline=HSVJ2026.04 | 2.94 | |
| NNComparison Baseline=BSM2026.04 | 2.67 | |
| NNComparison Baseline=HSV2026.04 | 2.63 | |
| NNComparison Baseline=ABSM2026.04 | 2.56 | |
| PINN+BSMComparison Baseline=BSM2026.04 | 2.54 | |
| NN+ShapeComparison Baseline=BSM2026.04 | 2.51 | |
| ABSMComparison Baseline=BSM2026.04 | 2.49 | |
| PINN+BSMComparison Baseline=HSV2026.04 | 2.47 | |
| NN+ShapeComparison Baseline=HSV2026.04 | 2.45 | |
| PINN+BSMComparison Baseline=ABSM2026.04 | 2.42 | |
| NN+ShapeComparison Baseline=ABSM2026.04 | 2.4 | |
| NN+BndComparison Baseline=HSVJ2026.04 | 1.74 | |
| NN+BndComparison Baseline=BSM2026.04 | 1.36 | |
| NN+BndComparison Baseline=HSV2026.04 | 1.33 | |
| NN+ShapeComparison Baseline=NN+Bnd2026.04 | 1.3 | |
| NN+BndComparison Baseline=ABSM2026.04 | 1.26 | |
| PINN+BSMComparison Baseline=NN+Bnd2026.04 | 1.14 | |
| HSVComparison Baseline=BSM2026.04 | 0.62 | |
| SKINN+AE-BSMComparison Baseline=BSM2026.04 | 0.04 | |
| PINN+BSMComparison Baseline=NN+Shape2026.04 | 0.01 | |
| PINN+BSMComparison Baseline=NN2026.04 | -0.38 | |
| NN+ShapeComparison Baseline=NN2026.04 | -0.44 | |
| HSVComparison Baseline=ABSM2026.04 | -0.57 | |
| SKINN+DSNN-HSVComparison Baseline=BSM2026.04 | -2.09 | |
| NN+BndComparison Baseline=NN2026.04 | -2.51 | |
| SKINN+MOPAComparison Baseline=BSM2026.04 | -2.53 | |
| SKINN+DSNN-NASVComparison Baseline=BSM2026.04 | -2.78 | |
| SKINN+AE-BSMComparison Baseline=PINN+BSM2026.04 | -2.82 | |
| SKINN+HSVComparison Baseline=BSM2026.04 | -3.06 | |
| SKINN+DSNN-HSVComparison Baseline=NN2026.04 | -3.51 | |
| SKINN+HSVJComparison Baseline=BSM2026.04 | -3.56 | |
| SKINN+BSMComparison Baseline=BSM2026.04 | -3.61 | |
| SKINN+ABSMComparison Baseline=BSM2026.04 | -3.61 | |
| SKINN+MOPAComparison Baseline=NN2026.04 | -3.83 | |
| SKINN+ABSMComparison Baseline=NN2026.04 | -3.95 | |
| SKINN+BSMComparison Baseline=NN2026.04 | -3.98 | |
| HSVJComparison Baseline=BSM2026.04 | -5.23 | |
| HSVJComparison Baseline=ABSM2026.04 | -5.83 | |
| HSVJComparison Baseline=HSV2026.04 | -12.95 |