TRAINING

Derivatives

logAI

PredANN(logAI)

e(ANN)

DP02

0.4132

0.3976

0.0156

DP03

0.4664

0.4716

−0.0052

DP05

0.3028

0.4259

−0.1231

DP06

0.3727

0.3974

−0.0247

DP08

0.5092

0.5092

0.0000

DP11

1.5957

1.6404

−0.0447

DP12

1.6146

1.6358

−0.0212

DP13

0.4076

0.4153

−0.0077

DP14

0.5037

0.4135

0.0902

DP15

0.6403

0.4434

0.1969

DP18

2.1503

2.1969

−0.0466

DP19

2.3567

2.2501

0.1066

DP20

2.1688

2.1872

−0.0184

DP21

2.2822

2.2725

0.0097

DP22

2.2091

2.1071

0.1020

DP23

2.1242

2.2650

−0.1408

DP25

2.5777

2.2884

0.2893

DP26

2.1253

1.9419

0.1834

DP27

2.1776

2.0162

0.1614

DP28

2.1390

2.0904

0.0486

VALIDATION

DP01

0.5668

0.4425

0.1243

DP09

0.2914

0.3759

−0.0845

DP10

1.4838

1.3969

0.0869

DP16

2.1460

2.3098

−0.1638

TEST

DP04

0.4334

0.4938

−0.0604

DP07

0.4332

0.5406

−0.1074

DP17

2.3530

2.3101

0.0429

DP24

2.1887

2.3704

−0.1817