Mean-Reverting Levy-Jump Optimizer / results.json
Mechanism confirmed, baseline not beaten
1{
2 "seed": 12345,
3 "boundary": [
4 {
5 "q": 0.25,
6 "abs_multiplier": 0.75,
7 "log10_abs_x80": -9.995098928663996,
8 "predicted_stable": true,
9 "observed_stable": true
10 },
11 {
12 "q": 0.5,
13 "abs_multiplier": 0.5,
14 "log10_abs_x80": -24.082399653118497,
15 "predicted_stable": true,
16 "observed_stable": true
17 },
18 {
19 "q": 1.0,
20 "abs_multiplier": 0.0,
21 "log10_abs_x80": -300.0,
22 "predicted_stable": true,
23 "observed_stable": true
24 },
25 {
26 "q": 1.5,
27 "abs_multiplier": 0.5,
28 "log10_abs_x80": -24.082399653118497,
29 "predicted_stable": true,
30 "observed_stable": true
31 },
32 {
33 "q": 1.9,
34 "abs_multiplier": 0.8999999999999999,
35 "log10_abs_x80": -3.6605992448540134,
36 "predicted_stable": true,
37 "observed_stable": true
38 },
39 {
40 "q": 2.0,
41 "abs_multiplier": 1.0,
42 "log10_abs_x80": 0.0,
43 "predicted_stable": false,
44 "observed_stable": false
45 },
46 {
47 "q": 2.1,
48 "abs_multiplier": 1.1,
49 "log10_abs_x80": 3.311414812658006,
50 "predicted_stable": false,
51 "observed_stable": false
52 },
53 {
54 "q": 2.5,
55 "abs_multiplier": 1.5,
56 "log10_abs_x80": 14.087300724454499,
57 "predicted_stable": false,
58 "observed_stable": false
59 }
60 ],
61 "stationary_scaling": {
62 "q": 0.8,
63 "alpha": 1.5,
64 "sigmas": [
65 0.25,
66 0.5,
67 1.0,
68 2.0
69 ],
70 "mads": [
71 0.2577193170893997,
72 0.5151476817275041,
73 1.0298354480115313,
74 2.070288590075493
75 ],
76 "mad_loglog_slope": 1.0017233765861275,
77 "cf_coefficients": [
78 0.13606872170732617,
79 0.3876811558551572,
80 1.097374999354358,
81 3.106248816237919
82 ],
83 "cf_coefficient_loglog_slope": 1.5039412160083911,
84 "predicted_mad_slope": 1.0,
85 "predicted_cf_slope": 1.5,
86 "predicted_discrete_cf_coeff_sigma1": 1.0982285474798301
87 },
88 "cf_power": [
89 {
90 "true_alpha": 1.2,
91 "fitted_cf_power": 1.1981312525769634,
92 "fit_intercept": -0.000756996923021654
93 },
94 {
95 "true_alpha": 1.5,
96 "fitted_cf_power": 1.503030178692183,
97 "fit_intercept": 0.0006179296080417411
98 },
99 {
100 "true_alpha": 1.8,
101 "fitted_cf_power": 1.8001709750807873,
102 "fit_intercept": 0.0014658874476724969
103 }
104 ],
105 "quadratic_optimizer": [
106 {
107 "method": "gaussian",
108 "median_final_abs_x": 0.09175365554487058,
109 "iqr_final_abs_x": [
110 0.059648260810856515,
111 0.13453985335722637
112 ]
113 },
114 {
115 "method": "levy",
116 "median_final_abs_x": 0.2606802898371756,
117 "iqr_final_abs_x": [
118 0.15726724077569496,
119 0.42357429722149126
120 ]
121 }
122 ]
123}