Multiple regression analysis

GBDT

SVM

NN

Average return

0.104

0.097

0.122

0.185

Standard deviation

2.839

2.862

2.892

2.728

Sharp ratio

0.037

0.034

0.042

0.068

Cumulative RMSE

1832.178

1831.618

1823.537

1832.920

Cumulative MAE

1428.715

1428.144

1418.282

1428.392