Mann-Whitney tests comparing the four daily performance indicator values (Sharpe, Sortino, Max DD and P&L-to-MAP) obtained for the Gen-AS model with the corresponding values obtained for the other models, over the 30 test days.
收藏Figshare2022-12-20 更新2026-04-28 收录
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https://figshare.com/articles/dataset/Mann-Whitney_tests_comparing_the_four_daily_performance_indicator_values_Sharpe_Sortino_Max_DD_and_P_L-to-MAP_obtained_for_the_Gen-AS_model_with_the_corresponding_values_obtained_for_the_other_models_over_the_30_test_days_/21759463
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资源简介：
(Reported: Mann-Whitney U, significance level (p, with Bonferroni correction) and effect size ()).
创建时间：
2022-12-20
