Record Class VolatilityForecaster.Validation

java.lang.Object
java.lang.Record
com.quantfinlib.ml.VolatilityForecaster.Validation
Enclosing class:
VolatilityForecaster
public static record VolatilityForecaster.Validation(int forecasts, double rmseModel, double rmseEwma, double rmseHar) extends Record
Out-of-sample comparison: RMSE (per-period vol units) of the model and of the two baselines over the same forecast dates.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Validation(int forecasts, double rmseModel, double rmseEwma, double rmseHar)
    Creates an instance of a Validation record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    boolean
    beatsBaselines()
    True when the model beats both baselines out of sample.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    int
    forecasts()
    Returns the value of the forecasts record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    rmseEwma()
    Returns the value of the rmseEwma record component.
    double
    rmseHar()
    Returns the value of the rmseHar record component.
    double
    rmseModel()
    Returns the value of the rmseModel record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Validation

      public Validation(int forecasts, double rmseModel, double rmseEwma, double rmseHar)
      Creates an instance of a Validation record class.
      Parameters:
      forecasts - the value for the forecasts record component
      rmseModel - the value for the rmseModel record component
      rmseEwma - the value for the rmseEwma record component
      rmseHar - the value for the rmseHar record component

  • Method Details

    • beatsBaselines

      public boolean beatsBaselines()
      True when the model beats both baselines out of sample.

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • forecasts

      public int forecasts()
      Returns the value of the forecasts record component.
      Returns:
      the value of the forecasts record component

    • rmseModel

      public double rmseModel()
      Returns the value of the rmseModel record component.
      Returns:
      the value of the rmseModel record component

    • rmseEwma

      public double rmseEwma()
      Returns the value of the rmseEwma record component.
      Returns:
      the value of the rmseEwma record component

    • rmseHar

      public double rmseHar()
      Returns the value of the rmseHar record component.
      Returns:
      the value of the rmseHar record component