Regime gap magnitude prediction on Real-world financial market indices
0.729RhoRegime-mismatch penalty
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Regime-mismatch penaltySetting=Real, all indices (clustered), Units=independent windows, n=842026.06 | 0.729 | 0.635 | |
| Regime-mismatch penaltySetting=Real, all indices (naive pool), Units=model × window, n=4202026.06 | 0.729 | — |