The averaged results obtained using the function <i>laggedPosChange</i> for the target NNs trained on the data of individual companies (Ours).
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The column TRCost and the column cumAsset list the transaction costs and cumulative assets, respectively. The column NNP and the column MDD list the non-neutral position ratios and Maximum Drawdowns, respectively.
创建时间：
2020-04-10
