Quantile Regression on Stock Performance
-1.04NLLQuantile DL8.5
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Quantile DL8.5n. trees=100, depth=32026.04 | -1.04 | 0.0012 | 0.0777 | |
| Quantile RFn. trees=50, depth=42026.04 | -0.87 | 0.0012 | 0.0824 | |
| CaDET RFn. trees=25, depth=62026.04 | -0.578 | 0.0032 | 0.0881 |