Figure 7.1 - Gradient descent.png | 15.9 KB | |
Figure 7.10 - Lasso cross-validation results.png | 304.8 KB | |
Figure 7.11 - Lasso daily IC distribution and top 10 coefficients.png | 130.5 KB | |
Figure 7.12 - Mean and median daily IC for the three models.png | 13.4 KB | |
Figure 7.13 - Logit regression results.png | 233.5 KB | |
Figure 7.14 -Logistic regression.png | 184.3 KB | |
Figure 7.2 - OLS Regression Results summary.png | 223.9 KB | |
Figure 7.3 - Regression hyperplane.png | 433.5 KB | |
Figure 7.4 - LinearFactorModel estimation summary.png | 380.6 KB | |
Figure 7.5 - Residual distribution and autocorrelation plots.png | 110.1 KB | |
Figure 7.6 - Daily and pooled IC for linear regression.png | 105.8 KB | |
Figure 7.7 - 21-day rolling average for the daily IC and RMSE for the linear regression model.png | 315.3 KB | |
Figure 7.8 - Ridge regression cross-validation results.png | 268.3 KB | |
Figure 7.9 - Daily IC distribution and most important coefficients.png | 133.5 KB | |