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results.1csv
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results.1csv
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Return(Lag)/Sentiment&Model,VADER Sentiment RF,VADER Sentiment GB,VADER Sentiment VM,FinBERT Sentiment RF,FinBERT Sentiment GB,FinBERT Sentiment VM,GPT Sentiment RF,GPT Sentiment GB,GPT Sentiment VM
Technology Lag 1,0.8693412658689414,0.8962970182938297,0.9466737348331523,0.8570834428777928,0.8734883440507277,0.9535398624126815,0.865184840059074,0.8856038883806174,0.9607248428187899
Technology Lag 2,0.8573052825054277,0.8945554676233308,0.9303914111282645,0.8535835143578292,0.8766976714858467,0.9409229553575682,0.8605155745140349,0.8866687492805189,0.9425919268495142
Technology Lag 3,0.8643865663182584,0.8862531579966061,0.9428875053385812,0.8576050254027958,0.8683674330017968,0.9504965599618745,0.8635039236885487,0.8850659400426962,0.9536791687312898
Technology Lag 4,0.8559564153450958,0.8863391138639123,0.9464494592372379,0.8487646328782321,0.8732807325558436,0.9488732912499965,0.8489977930958472,0.8830857313805084,0.9505425707805042
Technology Lag 5,0.8497554206089523,0.8761976448635581,0.9430768454249197,0.8409675837254978,0.8773042060699728,0.944406125707592,0.8461232400284435,0.8710087356717549,0.9473530432042552
Financials Lag 1,0.8911483865897907,0.909093688864618,0.9544620733120088,0.8963241836963106,0.9134945179933207,0.9474834590117452,0.8951425203684104,0.9138691504170775,0.9544635890154956
Financials Lag 2,0.8903932996509862,0.9205076798513097,0.9538178294555021,0.89073280191458,0.9148498736329256,0.9556782580194207,0.890463448734603,0.9238131741934289,0.955982419254263
Financials Lag 3,0.8918564478649559,0.9159954905390737,0.9457412490704941,0.8938352184639027,0.9150544124223321,0.9355519901402328,0.8923380509283972,0.919279589714427,0.9351197394606661
Financials Lag 4,0.8898699077979156,0.91261569149767,0.9491693943248756,0.8885521949279622,0.9070194767048485,0.9499890697620575,0.8825822411346294,0.9111993022660709,0.9471287808422868
Financials Lag 5,0.878495426573821,0.9127549689644628,0.9441336600227986,0.8807565930104135,0.908214595185128,0.9465115189303949,0.8811149888767008,0.9275397860032049,0.9469888754409874
Energy Lag 1,0.8559983115302852,0.9258487565964327,0.9638911147177833,0.8547606202985587,0.8968584919730034,0.9629799295756055,0.8644676319389293,0.9220460489838338,0.9718477132115395
Energy Lag 2,0.8617804556045245,0.9159666693172199,0.9607805380192627,0.8614173582710462,0.9110917456599287,0.9583653047568881,0.8705469617673814,0.9174654652276675,0.9591956570461191
Energy Lag 3,0.8633348565339412,0.8950458441336681,0.9652086829780012,0.8587282972539416,0.9023648056598468,0.9633310911513938,0.8582604896898678,0.9169155204147768,0.9694179508451776
Energy Lag 4,0.8615351288717846,0.9062548834239026,0.9649867059947252,0.8619117924903676,0.9050038062449979,0.9645168058853184,0.8645916383466917,0.9081926149808863,0.9527706840251486
Energy Lag 5,0.8524390807288301,0.8947090873963645,0.9533901266511868,0.8489652530241365,0.8954548603693032,0.9573505315436067,0.8538513575167885,0.8993502924652321,0.9572846794365081
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