Portfolio-Risk-Platform / backend /models /phase6 /ndx_rolling_validation.csv
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Initial commit: ML-Powered Portfolio Stress Testing Platform
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year,enet_dir,xgb_dir,naive_dir,enet_rmse,xgb_rmse
2011,0.4166666666666667,0.4166666666666667,0.0,0.05098428999380641,0.048037345301541454
2012,0.6666666666666666,0.6666666666666666,0.0,0.04687903523746705,0.04412750114220084
2013,0.75,0.75,0.0,0.026870399781480717,0.027537967627941817
2014,0.5833333333333334,0.5833333333333334,0.0,0.02870620503782763,0.027473024248905083
2015,0.5,0.5,0.0,0.051778153481544305,0.05135563630175304
2016,0.6666666666666666,0.6666666666666666,0.0,0.03317853293179688,0.035181513619928384
2017,0.8333333333333334,0.8333333333333334,0.0,0.029952032074306023,0.02901111223818245
2018,0.5,0.5,0.0,0.05408799649289191,0.055963346286111
2019,0.8333333333333334,0.75,0.0,0.04039805314447656,0.04385015419861685