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lstm portfolio 9
22 lines (21 loc) · 1003 Bytes
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lstm portfolio 9
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Portforlio assets: ['RKT.L', 'LSEG.L', 'GSK.L', 'ULVR.L', 'AON', 'RR.L', 'FERG.L', 'SHEL.L', 'DGE.L', 'REL.L']
RKT.L lstm_evals.var_ratio: 0.7920662575087599
RKT.L lstm_evals.mape: 0.5187234793267291
LSEG.L lstm_evals.var_ratio: 0.7805524665877858
LSEG.L lstm_evals.mape: 0.5186390790354907
GSK.L lstm_evals.var_ratio: 0.7674459242133471
GSK.L lstm_evals.mape: 0.517607649622189
ULVR.L lstm_evals.var_ratio: 0.7860574683628669
ULVR.L lstm_evals.mape: 0.5191541745567837
AON lstm_evals.var_ratio: 0.766127493279837
AON lstm_evals.mape: 0.5076023402751125
RR.L lstm_evals.var_ratio: 0.7953463639610283
RR.L lstm_evals.mape: 0.46559175778895784
FERG.L lstm_evals.var_ratio: 0.7858558369497148
FERG.L lstm_evals.mape: 0.5218698358357033
SHEL.L lstm_evals.var_ratio: 0.7700516630425132
SHEL.L lstm_evals.mape: 0.5211234196292907
DGE.L lstm_evals.var_ratio: 0.7811190192526355
DGE.L lstm_evals.mape: 0.5196713401024607
REL.L lstm_evals.var_ratio: 0.7776541042168663
REL.L lstm_evals.mape: 0.5219929975370748