best_parameters_lag1.json

{"VADER Sentiment": {"Technology Return": {"1": {"RF": {"max_depth": 10, "min_samples_leaf": 1, "min_samples_split": 2, "n_estimators": 100}, "GB": {"max_depth": 10, "min_samples_leaf": 2, "min_samples_split": 10, "n_estimators": 50}, "VM": {"C": 0.1, "epsilon": 0.01, "kernel": "linear"}}}, "Financials Return": {"1": {"RF": {"max_depth": null, "min_samples_leaf": 1, "min_samples_split": 2, "n_estimators": 150}, "GB": {"max_depth": 20, "min_samples_leaf": 2, "min_samples_split": 10, "n_estimators": 150}, "VM": {"C": 0.1, "epsilon": 0.01, "kernel": "linear"}}}, "Energy Return": {"1": {"RF": {"max_depth": null, "min_samples_leaf": 1, "min_samples_split": 2, "n_estimators": 50}, "GB": {"max_depth": null, "min_samples_leaf": 4, "min_samples_split": 10, "n_estimators": 150}, "VM": {"C": 0.1, "epsilon": 0.01, "kernel": "linear"}}}}, "FinBERT Sentiment": {"Technology Return": {"1": {"RF": {"max_depth": null, "min_samples_leaf": 1, "min_samples_split": 2, "n_estimators": 50}, "GB": {"max_depth": 10, "min_samples_leaf": 1, "min_samples_split": 10, "n_estimators": 150}, "VM": {"C": 0.1, "epsilon": 0.01, "kernel": "linear"}}}, "Financials Return": {"1": {"RF": {"max_depth": null, "min_samples_leaf": 1, "min_samples_split": 2, "n_estimators": 150}, "GB": {"max_depth": 20, "min_samples_leaf": 2, "min_samples_split": 10, "n_estimators": 150}, "VM": {"C": 0.1, "epsilon": 0.01, "kernel": "linear"}}}, "Energy Return": {"1": {"RF": {"max_depth": null, "min_samples_leaf": 1, "min_samples_split": 2, "n_estimators": 50}, "GB": {"max_depth": 10, "min_samples_leaf": 2, "min_samples_split": 10, "n_estimators": 100}, "VM": {"C": 0.1, "epsilon": 0.01, "kernel": "linear"}}}}, "GPT Sentiment": {"Technology Return": {"1": {"RF": {"max_depth": 10, "min_samples_leaf": 1, "min_samples_split": 2, "n_estimators": 50}, "GB": {"max_depth": 20, "min_samples_leaf": 1, "min_samples_split": 10, "n_estimators": 100}, "VM": {"C": 0.1, "epsilon": 0.01, "kernel": "linear"}}}, "Financials Return": {"1": {"RF": {"max_depth": null, "min_samples_leaf": 1, "min_samples_split": 2, "n_estimators": 150}, "GB": {"max_depth": null, "min_samples_leaf": 2, "min_samples_split": 10, "n_estimators": 150}, "VM": {"C": 0.1, "epsilon": 0.01, "kernel": "linear"}}}, "Energy Return": {"1": {"RF": {"max_depth": null, "min_samples_leaf": 1, "min_samples_split": 2, "n_estimators": 50}, "GB": {"max_depth": 10, "min_samples_leaf": 4, "min_samples_split": 10, "n_estimators": 100}, "VM": {"C": 0.1, "epsilon": 0.01, "kernel": "linear"}}}}}