Mean-Reverting Levy-Jump Optimizer / results.json

Mechanism confirmed, baseline not beaten

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  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}