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Table 2 Presented are the percentage reductions in economic cost achieved by support vector machine regressions of each of four bilateral gamma parameters of motion on the set of all ten asset prices being used to form the portfolio

From: Zero covariation returns

Economic cost reductions in explaining bilateral gamma parameter variations  
Asset bp cp bn cn
XLB 0.7118 0.2730 0.6917 0.2373
XLE 0.7949 0.3700 0.8182 0.3712
XLF 0.8790 0.2651 0.8370 0.5581
XLI 0.7720 0.2388 0.7558 0.3569
XLK 0.8003 0.1720 0.7375 0.2468
XLP 0.5554 0.3532 0.6455 0.3757
XLU 0.7228 0.2954 0.7372 0.3354
XLV 0.6854 0.1767 0.6415 0.2234
XLY 0.8094 0.1730 0.7756 0.2469
SPX 0.7848 0.3644 0.7383 0.4737