Portfolio-Risk-Platform / backend /models /phase6 /spx_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
2011,0.3333333333333333,0.5,0.0,0.04689182828884009,0.04446194185310611
2012,0.75,0.75,0.0,0.030374402971139452,0.031166370228636577
2013,0.75,0.6666666666666666,0.0,0.027414913164772348,0.027780498311179406
2014,0.6666666666666666,0.6666666666666666,0.0,0.021762205931018196,0.02093127994515068
2015,0.5,0.4166666666666667,0.0,0.04035771583467168,0.04184708900022906
2016,0.6666666666666666,0.6666666666666666,0.0,0.023532836569031972,0.02459921061565282
2017,0.9166666666666666,0.9166666666666666,0.0,0.017905622008462897,0.019768800700383053
2018,0.6666666666666666,0.6666666666666666,0.0,0.04860999433282035,0.04811156611951046
2019,0.75,0.75,0.0,0.032864882472237324,0.0335832646784914