| { |
| "validation": { |
| "loss": 40.24222278594971, |
| "mae": 3.3909754753112793, |
| "mse": 15.027800559997559, |
| "directional_accuracy": 0.5080167271784233, |
| "flattened_ic": 0.002849485427271254, |
| "cross_sectional_ic": 0.008907554652154311, |
| "cross_sectional_rank_ic": 0.008295830343493587 |
| }, |
| "test": { |
| "loss": 38.46169090270996, |
| "mae": 3.328381299972534, |
| "mse": 14.407476425170898, |
| "directional_accuracy": 0.534091938405797, |
| "flattened_ic": 0.00037866420310066716, |
| "cross_sectional_ic": 0.00456014569165105, |
| "cross_sectional_rank_ic": 0.009876399072214697 |
| }, |
| "best_validation_loss": 40.24222278594971, |
| "num_train_windows": 2249, |
| "num_validation_windows": 482, |
| "num_test_windows": 483, |
| "num_return_steps": 3789, |
| "selected_tickers": [ |
| "AAPL", |
| "MSFT", |
| "AMZN", |
| "GOOGL", |
| "NVDA", |
| "TSLA", |
| "AMD", |
| "INTC", |
| "ADBE", |
| "ORCL", |
| "CSCO", |
| "IBM", |
| "JPM", |
| "BAC", |
| "V", |
| "MA", |
| "AXP", |
| "JNJ", |
| "PG", |
| "KO" |
| ], |
| "data_source": "siddharthmb/stocks-ohlcv" |
| } |
