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Financial Innovation
Fig. 1 | Financial Innovation

Fig. 1

From: Robust monitoring machine: a machine learning solution for out-of-sample R\(^2\)-hacking in return predictability monitoring

Fig. 1

Time-Varying Performances of the Proposed and the Monitoring Forecasts This figure plots the performances of the proposed and the monitoring forecasts relative to the benchmark. Positive values mean a forecast outperforms the benchmark. The horizontal axis is year while the vertical axis is the 60-month trailing moving average of difference in squared forecast error, multiplied by \(10^4\)

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