TRAINING

Derivatives

logAI

PredMLR(logAI)

e(MLR)

DP01

0.5668

0.4731

0.0937

DP02

0.4132

0.5235

−0.1103

DP03

0.4664

0.7458

−0.2794

DP05

0.3028

0.4688

−0.1661

DP06

0.3727

0.6972

−0.3245

DP07

0.4332

0.3424

0.0908

DP08

0.5092

0.4264

0.0828

DP10

1.4838

1.5966

−0.1128

DP12

1.6146

1.7483

−0.1337

DP13

0.4076

0.3962

0.0114

DP14

0.5037

0.5384

−0.0346

DP15

0.6403

0.5545

0.0859

DP17

2.3530

2.0932

0.2598

DP18

2.1503

2.0612

0.0891

DP19

2.3567

1.9162

0.4405

DP20

2.1688

1.6999

0.4689

DP22

2.2091

2.2025

0.0066

DP23

2.1242

1.9556

0.1686

DP24

2.1887

2.8790

−0.6902

DP27

2.1776

2.1320

0.0456

DP28

2.1390

2.1310

0.0080

TEST

DP04

0.4334

0.4209

0.0125

DP09

0.2914

0.5542

−0.2628

DP11

1.5957

1.7407

−0.1450

DP16

2.1460

2.2623

−0.1163

DP21

2.2822

1.8686

0.4136

DP25

2.5777

3.0684

−0.4908

DP26

2.1253

1.6098

0.5155