Return Prediction on 17 Industry Portfolios (1990-2016)
0.049OOS R2ATOMS
Evaluation results
| Method | Links | |
|---|---|---|
| ATOMS2025.12 | 0.049 | |
| Fixed-val(512)Look-back horizon=5122025.12 | 0.043 | |
| ATOMS2025.12 | 0.041 | |
| Fixed-CV2025.12 | 0.035 | |
| Fixed-valvalidation_window=5122025.12 | 0.034 | |
| Fixed-CV2025.12 | 0.026 | |
| Fixed-val(32)Look-back horizon=322025.12 | 0.022 | |
| Fixed-valvalidation_window=322025.12 | 0.013 |