experiments/model_results.csv

ic,hit_rate,auc,n_test,model,test_year,n_train
-0.0496,0.5714,0.4741,2065,Baseline,2021,5708
0.1149,0.5548,0.5616,2033,Baseline,2022,5987
0.1653,0.5175,0.5887,2027,Baseline,2023,6171
-0.0589,0.481,0.4454,1609,Baseline,2024,6125
0.0036,0.5404,0.5031,1756,FinBERT_only,2021,4876
-0.0031,0.5323,0.5081,1766,FinBERT_only,2022,5082
0.0031,0.5216,0.4988,1760,FinBERT_only,2023,5300
-0.0214,0.5305,0.4927,1393,FinBERT_only,2024,5282
-0.0421,0.5375,0.4916,2065,RAG_only,2021,5708
0.0268,0.5519,0.5142,2033,RAG_only,2022,5987
0.0063,0.52,0.5181,2027,RAG_only,2023,6171
0.009,0.5295,0.5104,1609,RAG_only,2024,6125
0.0024,0.5427,0.509,1756,XGBoost_all,2021,4876
-0.0011,0.5323,0.4974,1766,XGBoost_all,2022,5082
0.0164,0.5136,0.5131,1760,XGBoost_all,2023,5300
0.0386,0.5398,0.5201,1393,XGBoost_all,2024,5282
0.0298,0.5382,0.5182,1756,LightGBM_all,2021,4876
0.0227,0.5283,0.5004,1766,LightGBM_all,2022,5082
0.0172,0.5222,0.5061,1760,LightGBM_all,2023,5300
0.0097,0.5427,0.5096,1393,LightGBM_all,2024,5282