| R2 scores for each return definition | ||||
|---|---|---|---|---|
| Model | M1 | M2 | M3 (1.2%) | M3 (3%) |
regressor |
0.026 | 0.012 | 0.027 | 0.027 |
regressor |
0.026 | 0.013 | 0.027 | 0.027 |
| Multilayer perceptron regressor | 0.016 | 0.004 | 0.017 | 0.017 |
| Random forest regressor | 0.028 | 0.018 | 0.029 | 0.032 |
| R2 scores for each return definition | ||||
|---|---|---|---|---|
| Model | M1 | M2 | M3 (1.2%) | M3 (3%) |
regressor |
0.026 | 0.012 | 0.027 | 0.027 |
regressor |
0.026 | 0.013 | 0.027 | 0.027 |
| Multilayer perceptron regressor | 0.016 | 0.004 | 0.017 | 0.017 |
| Random forest regressor | 0.028 | 0.018 | 0.029 | 0.032 |