Regression on Stock Portfolio Perf.
60.4Mean Relative Improvement (%)Attention Lasso
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Attention Lasson=315, p=122025.12 | 60.4 | 0.8 | |
| LightGBMn=315, p=122025.12 | 32.1 | 1.9 | |
| XGBoostn=315, p=122025.12 | 23.9 | 2.4 | |
| Random Forestn=315, p=122025.12 | -15.6 | 2.8 | |
| KNNn=315, p=122025.12 | -200.7 | 6.1 |