The table shows which metrics remained in the lasso logistic regression model using all metrics available.
收藏Figshare2024-04-16 更新2026-04-28 收录
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https://figshare.com/articles/dataset/The_table_shows_which_metrics_remained_in_the_lasso_logistic_regression_model_using_all_metrics_available_/25616302
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资源简介：
TR = Treynor, S = Sharpe, ST = Sortino, MDD = maximum drawdown, the subscript indicates which portfolio construction the metric came from.
创建时间：
2024-04-16
