Risk-adjusted performance summary (mean across six datasets).
收藏Figshare2025-10-09 更新2026-04-28 收录
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https://figshare.com/articles/dataset/Risk-adjusted_performance_summary_mean_across_six_datasets_/30323931
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Higher is better for Sharpe/IR/Calmar; lower (less negative) is better for MDD. Full results are reported in Supporting Information S4 Appendix.
创建时间：
2025-10-09
