Datasets:
File size: 4,455 Bytes
64f1d2b | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 | config,metric,parameter,base,low,low_other,high,high_other
loss10_5x_fast,peak_Y_bp_med,Liquidity depth eta,40.70986398647841,40.70986398647841,0.5189999999999995,40.70986398647841,0.5189999999999995
loss10_5x_fast,peak_Y_bp_med,Exit thresholds (x0.75 / x1.5),40.70986398647841,40.70225144681872,0.5189999999999995,40.77691622950733,0.5196702701420773
loss10_5x_fast,peak_Y_bp_med,Depeg weight w1,40.70986398647841,40.70986398647841,0.5189999999999995,40.70986398647841,0.5189999999999995
loss10_5x_fast,peak_Y_bp_med,Herding weight w3,40.70986398647841,40.70990576593223,0.5189999999999995,40.70986398647841,0.5189999999999995
loss10_5x_fast,peak_Y_bp_med,Signal noise sd,40.70986398647841,40.70602931773021,0.5189999999999995,40.97256326012775,0.5219970936042497
loss10_5x_fast,peak_Y_bp_med,Attention (x0.5 / x1.5),40.70986398647841,42.06372712706724,0.5189999999999997,40.699351051979974,0.5098869777354841
loss10_5x_fast,peak_Y_bp_med,MMF reinvestment rho,40.70986398647841,68.55636501854838,0.5189999999999995,14.071247279470288,0.5189999999999995
loss10_5x_fast,peak_Y_bp_med,Run-off weight,40.70986398647841,9.9498743710662,0.5189999999999995,40.70986398647841,0.5189999999999995
loss10_5x_fast,peak_Y_bp_med,Persistent impact coefficient,40.70986398647841,20.355385480218743,0.5189999999999995,61.06434249273809,0.5189999999999995
loss10_5x_fast,peak_Y_bp_med,Dealer capacity K,40.70986398647841,40.70986398647841,0.5189999999999995,40.70986398647841,0.5189999999999995
loss10_5x_fast,peak_Y_bp_med,Processing cap (x0.5 / x2.5),40.70986398647841,43.48586679605394,0.4557747716688981,43.16399752727078,0.5189999999999995
loss10_5x_fast,peak_Y_bp_med,Arbitrage capital (x0.5 / x2),40.70986398647841,28.877019327325883,0.35960174481670404,92.54222786839762,0.836585240817926
loss10_5x_fast,peak_Y_bp_med,Loss probability psi,40.70986398647841,40.70986398647841,0.5189999999999995,40.70986398647841,0.5189999999999995
loss10_5x_fast,peak_Y_bp_med,Agents N (5k / 20k),40.70986398647841,40.69585093647051,0.5189999999999995,40.708378763470705,0.5189999999999997
loss10_5x_fast,peak_Y_bp_med,Cash hoarding (2 / 10 days),40.70986398647841,40.70986398647841,0.5189999999999995,40.70986398647841,0.5189999999999995
scare_1x_calibrated,R_end_med,Liquidity depth eta,0.19379984657869925,0.1867935090550028,17.060886604791243,0.20748591787385556,18.111826074621618
scare_1x_calibrated,R_end_med,Exit thresholds (x0.75 / x1.5),0.19379984657869925,0.19877509667879373,17.574982219052174,0.06614861378720871,10.408734397819543
scare_1x_calibrated,R_end_med,Depeg weight w1,0.19379984657869925,0.16328227012485486,16.122034611053284,0.2110569922765338,18.25814886564353
scare_1x_calibrated,R_end_med,Herding weight w3,0.19379984657869925,0.13038987017362996,14.479592956894118,0.19953688911369222,17.574982219052174
scare_1x_calibrated,R_end_med,Signal noise sd,0.19379984657869925,0.19645673235348393,17.574982219052174,0.17677788133221944,16.763496266473055
scare_1x_calibrated,R_end_med,Attention (x0.5 / x1.5),0.19379984657869925,0.09866778150236888,12.561324427967712,0.19990584119985294,17.5765889697062
scare_1x_calibrated,R_end_med,MMF reinvestment rho,0.19379984657869925,0.19379984657869925,21.79563837660144,0.19379984657869925,11.933559803891711
scare_1x_calibrated,R_end_med,Run-off weight,0.19379984657869925,0.19379984657869925,8.438301061027033,0.19379984657869925,17.57071004917757
scare_1x_calibrated,R_end_med,Persistent impact coefficient,0.19379984657869925,0.19379984657869925,8.785355024588785,0.19379984657869925,26.356065073766352
scare_1x_calibrated,R_end_med,Dealer capacity K,0.19379984657869925,0.19379984657869925,17.57071004917757,0.19379984657869925,17.57071004917757
scare_1x_calibrated,R_end_med,Processing cap (x0.5 / x2.5),0.19379984657869925,0.17400000000000204,16.548822314593863,0.21625796011240955,7.099295739719542
scare_1x_calibrated,R_end_med,Arbitrage capital (x0.5 / x2),0.19379984657869925,0.19379984657869925,17.57071004917757,0.19379984657869925,17.57071004917757
scare_1x_calibrated,R_end_med,Loss probability psi,0.19379984657869925,0.07064601451906838,10.334299525878123,0.19379984657869925,17.57071004917757
scare_1x_calibrated,R_end_med,Agents N (5k / 20k),0.19379984657869925,0.19326951545703247,17.532638403465214,0.19335182270702383,17.538552764184317
scare_1x_calibrated,R_end_med,Cash hoarding (2 / 10 days),0.19379984657869925,0.19379984657869925,16.547908629189365,0.19379984657869925,17.57071004917757
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