ML_Project_ModelValuation.ipynb

{
  "nbformat": 4,
  "nbformat_minor": 0,
  "metadata": {
    "colab": {
      "provenance": [],
      "machine_shape": "hm",
      "gpuType": "T4"
    },
    "kernelspec": {
      "name": "python3",
      "display_name": "Python 3"
    },
    "language_info": {
      "name": "python"
    },
    "accelerator": "GPU"
  },
  "cells": [
    {
      "cell_type": "code",
      "source": [
        "import tensorflow as tf"
      ],
      "metadata": {
        "id": "U0AqTbbDcAPO"
      },
      "execution_count": 68,
      "outputs": []
    },
    {
      "cell_type": "code",
      "execution_count": 69,
      "metadata": {
        "id": "7Z4KyoJcplLC"
      },
      "outputs": [],
      "source": [
        "import pandas as pd\n",
        "import os\n",
        "import numpy as np\n",
        "from sklearn import model_selection\n",
        "from sklearn import linear_model\n",
        "from sklearn import metrics\n",
        "from datetime import datetime, timedelta\n",
        "from sklearn.metrics import r2_score\n",
        "import gzip\n",
        "from sklearn.linear_model import ElasticNetCV\n",
        "from sklearn.model_selection import TimeSeriesSplit\n",
        "from sklearn.model_selection import PredefinedSplit\n",
        "import xgboost as xgb\n",
        "\n",
        "import numpy as np\n",
        "import pandas as pd\n",
        "import datetime\n",
        "\n",
        "from sklearn import model_selection\n",
        "\n",
        "import tensorflow as tf\n",
        "import keras as keras\n",
        "import statsmodels.api as sm\n",
        "from sklearn.model_selection import train_test_split\n",
        "from sklearn.metrics import accuracy_score\n",
        "import lightgbm as lgb\n"
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "cd .."
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "rU33c4AqptFG",
        "outputId": "e9da4f6d-3390-46e6-d9e1-3337001fc7fd"
      },
      "execution_count": 70,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "/content/drive\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "cd content/drive/MyDrive"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "0Oks8GSQpxXc",
        "outputId": "e60e6b40-514c-4a58-bed5-7da9df5bb2ab"
      },
      "execution_count": 71,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "[Errno 2] No such file or directory: 'content/drive/MyDrive'\n",
            "/content/drive\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "data_file = \"ML_Project_data.parquet.gzip\"\n",
        "data = pd.read_parquet(data_file)\n",
        "data.drop(columns=[\"BID\",\"ASK\",\"RET\"], inplace=True)\n",
        "data.info(verbose=True, show_counts=True)"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 374
        },
        "id": "Jio3_atjp0w5",
        "outputId": "997f816a-fd25-41e1-eba2-af67e8804f19"
      },
      "execution_count": 72,
      "outputs": [
        {
          "output_type": "error",
          "ename": "FileNotFoundError",
          "evalue": "ignored",
          "traceback": [
            "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
            "\u001b[0;31mFileNotFoundError\u001b[0m                         Traceback (most recent call last)",
            "\u001b[0;32m<ipython-input-72-2bab01f28711>\u001b[0m in \u001b[0;36m<cell line: 2>\u001b[0;34m()\u001b[0m\n\u001b[1;32m      1\u001b[0m \u001b[0mdata_file\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;34m\"ML_Project_data.parquet.gzip\"\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m----> 2\u001b[0;31m \u001b[0mdata\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mpd\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mread_parquet\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mdata_file\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m      3\u001b[0m \u001b[0mdata\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mdrop\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mcolumns\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m\"BID\"\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\"ASK\"\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\"RET\"\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0minplace\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mTrue\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m      4\u001b[0m \u001b[0mdata\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0minfo\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mverbose\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mTrue\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mshow_counts\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mTrue\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
            "\u001b[0;32m/usr/local/lib/python3.10/dist-packages/pandas/io/parquet.py\u001b[0m in \u001b[0;36mread_parquet\u001b[0;34m(path, engine, columns, storage_options, use_nullable_dtypes, **kwargs)\u001b[0m\n\u001b[1;32m    501\u001b[0m     \u001b[0mimpl\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mget_engine\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mengine\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    502\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 503\u001b[0;31m     return impl.read(\n\u001b[0m\u001b[1;32m    504\u001b[0m         \u001b[0mpath\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    505\u001b[0m         \u001b[0mcolumns\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mcolumns\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
            "\u001b[0;32m/usr/local/lib/python3.10/dist-packages/pandas/io/parquet.py\u001b[0m in \u001b[0;36mread\u001b[0;34m(self, path, columns, use_nullable_dtypes, storage_options, **kwargs)\u001b[0m\n\u001b[1;32m    242\u001b[0m             \u001b[0mto_pandas_kwargs\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m\"split_blocks\"\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;32mTrue\u001b[0m  \u001b[0;31m# type: ignore[assignment]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    243\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 244\u001b[0;31m         path_or_handle, handles, kwargs[\"filesystem\"] = _get_path_or_handle(\n\u001b[0m\u001b[1;32m    245\u001b[0m             \u001b[0mpath\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    246\u001b[0m             \u001b[0mkwargs\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mpop\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m\"filesystem\"\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;32mNone\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
            "\u001b[0;32m/usr/local/lib/python3.10/dist-packages/pandas/io/parquet.py\u001b[0m in \u001b[0;36m_get_path_or_handle\u001b[0;34m(path, fs, storage_options, mode, is_dir)\u001b[0m\n\u001b[1;32m    100\u001b[0m         \u001b[0;31m# fsspec resources can also point to directories\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    101\u001b[0m         \u001b[0;31m# this branch is used for example when reading from non-fsspec URLs\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 102\u001b[0;31m         handles = get_handle(\n\u001b[0m\u001b[1;32m    103\u001b[0m             \u001b[0mpath_or_handle\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mmode\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mis_text\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mFalse\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mstorage_options\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mstorage_options\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    104\u001b[0m         )\n",
            "\u001b[0;32m/usr/local/lib/python3.10/dist-packages/pandas/io/common.py\u001b[0m in \u001b[0;36mget_handle\u001b[0;34m(path_or_buf, mode, encoding, compression, memory_map, is_text, errors, storage_options)\u001b[0m\n\u001b[1;32m    863\u001b[0m         \u001b[0;32melse\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    864\u001b[0m             \u001b[0;31m# Binary mode\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 865\u001b[0;31m             \u001b[0mhandle\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mopen\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mhandle\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mioargs\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mmode\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m    866\u001b[0m         \u001b[0mhandles\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mappend\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mhandle\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    867\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
            "\u001b[0;31mFileNotFoundError\u001b[0m: [Errno 2] No such file or directory: 'ML_Project_data.parquet.gzip'"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "# normalize and rank every coloumn between [0,1]\n",
        "data_ranked = data.drop(columns=['TICKER'])\n",
        "data_ranked = data.rank(axis=0, pct=True)\n",
        "rank_min = data_ranked.min(axis=0)\n",
        "rank_max = data_ranked.max(axis=0)\n",
        "data_mapping = ((2 * (data_ranked - rank_min) / (rank_max - rank_min)) - 1).round(2)\n",
        "data_mapping.dropna(axis=1, inplace=True)\n",
        "data_mapping['TICKER'] = data['TICKER']\n",
        "data_mapping = data_mapping[data.columns]"
      ],
      "metadata": {
        "id": "aWpQnM5lp9ps"
      },
      "execution_count": 73,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "data_mapping.drop(columns=['TICKER'], inplace=True)\n",
        "data_mapping.info(verbose=True, show_counts=True)"
      ],
      "metadata": {
        "id": "2CRuxHAlo1CX",
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "outputId": "b7dacb42-b88a-475e-dc04-03f65f2b4e6d"
      },
      "execution_count": 74,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "<class 'pandas.core.frame.DataFrame'>\n",
            "MultiIndex: 2492541 entries, (10057.0, Timestamp('1992-03-12 00:00:00')) to (93096.0, Timestamp('2022-12-30 00:00:00'))\n",
            "Data columns (total 111 columns):\n",
            " #    Column                     Non-Null Count    Dtype  \n",
            "---   ------                     --------------    -----  \n",
            " 0    BIDLO                      2492541 non-null  float64\n",
            " 1    ASKHI                      2492541 non-null  float64\n",
            " 2    PRC                        2492541 non-null  float64\n",
            " 3    VOL                        2492541 non-null  float64\n",
            " 4    SHROUT                     2492541 non-null  float64\n",
            " 5    OPENPRC                    2492541 non-null  float64\n",
            " 6    RETX                       2492541 non-null  float64\n",
            " 7    CAPEI                      2492541 non-null  float64\n",
            " 8    bm                         2492541 non-null  float64\n",
            " 9    evm                        2492541 non-null  float64\n",
            " 10   pe_op_basic                2492541 non-null  float64\n",
            " 11   pe_op_dil                  2492541 non-null  float64\n",
            " 12   pe_exi                     2492541 non-null  float64\n",
            " 13   pe_inc                     2492541 non-null  float64\n",
            " 14   ps                         2492541 non-null  float64\n",
            " 15   pcf                        2492541 non-null  float64\n",
            " 16   dpr                        2492541 non-null  float64\n",
            " 17   npm                        2492541 non-null  float64\n",
            " 18   opmbd                      2492541 non-null  float64\n",
            " 19   opmad                      2492541 non-null  float64\n",
            " 20   gpm                        2492541 non-null  float64\n",
            " 21   ptpm                       2492541 non-null  float64\n",
            " 22   cfm                        2492541 non-null  float64\n",
            " 23   roa                        2492541 non-null  float64\n",
            " 24   roe                        2492541 non-null  float64\n",
            " 25   roce                       2492541 non-null  float64\n",
            " 26   efftax                     2492541 non-null  float64\n",
            " 27   aftret_eq                  2492541 non-null  float64\n",
            " 28   aftret_invcapx             2492541 non-null  float64\n",
            " 29   aftret_equity              2492541 non-null  float64\n",
            " 30   pretret_noa                2492541 non-null  float64\n",
            " 31   pretret_earnat             2492541 non-null  float64\n",
            " 32   GProf                      2492541 non-null  float64\n",
            " 33   equity_invcap              2492541 non-null  float64\n",
            " 34   debt_invcap                2492541 non-null  float64\n",
            " 35   totdebt_invcap             2492541 non-null  float64\n",
            " 36   capital_ratio              2492541 non-null  float64\n",
            " 37   int_debt                   2492541 non-null  float64\n",
            " 38   int_totdebt                2492541 non-null  float64\n",
            " 39   cash_lt                    2492541 non-null  float64\n",
            " 40   invt_act                   2492541 non-null  float64\n",
            " 41   rect_act                   2492541 non-null  float64\n",
            " 42   debt_at                    2492541 non-null  float64\n",
            " 43   debt_ebitda                2492541 non-null  float64\n",
            " 44   short_debt                 2492541 non-null  float64\n",
            " 45   curr_debt                  2492541 non-null  float64\n",
            " 46   lt_debt                    2492541 non-null  float64\n",
            " 47   profit_lct                 2492541 non-null  float64\n",
            " 48   ocf_lct                    2492541 non-null  float64\n",
            " 49   cash_debt                  2492541 non-null  float64\n",
            " 50   fcf_ocf                    2492541 non-null  float64\n",
            " 51   lt_ppent                   2492541 non-null  float64\n",
            " 52   dltt_be                    2492541 non-null  float64\n",
            " 53   debt_assets                2492541 non-null  float64\n",
            " 54   debt_capital               2492541 non-null  float64\n",
            " 55   de_ratio                   2492541 non-null  float64\n",
            " 56   intcov                     2492541 non-null  float64\n",
            " 57   intcov_ratio               2492541 non-null  float64\n",
            " 58   cash_ratio                 2492541 non-null  float64\n",
            " 59   quick_ratio                2492541 non-null  float64\n",
            " 60   curr_ratio                 2492541 non-null  float64\n",
            " 61   cash_conversion            2492541 non-null  float64\n",
            " 62   inv_turn                   2492541 non-null  float64\n",
            " 63   at_turn                    2492541 non-null  float64\n",
            " 64   rect_turn                  2492541 non-null  float64\n",
            " 65   pay_turn                   2492541 non-null  float64\n",
            " 66   sale_invcap                2492541 non-null  float64\n",
            " 67   sale_equity                2492541 non-null  float64\n",
            " 68   sale_nwc                   2492541 non-null  float64\n",
            " 69   rd_sale                    2492541 non-null  float64\n",
            " 70   adv_sale                   2492541 non-null  float64\n",
            " 71   accrual                    2492541 non-null  float64\n",
            " 72   ptb                        2492541 non-null  float64\n",
            " 73   PEG_trailing               2492541 non-null  float64\n",
            " 74   divyield                   2492541 non-null  float64\n",
            " 75   rsi_14                     2492541 non-null  float64\n",
            " 76   sma_50                     2492541 non-null  float64\n",
            " 77   ema_20                     2492541 non-null  float64\n",
            " 78   macd                       2492541 non-null  float64\n",
            " 79   macd_diff                  2492541 non-null  float64\n",
            " 80   macd_signal                2492541 non-null  float64\n",
            " 81   adx                        2492541 non-null  float64\n",
            " 82   adx_pos                    2492541 non-null  float64\n",
            " 83   adx_neg                    2492541 non-null  float64\n",
            " 84   stochrsi                   2492541 non-null  float64\n",
            " 85   stochrsi_k                 2492541 non-null  float64\n",
            " 86   stochrsi_d                 2492541 non-null  float64\n",
            " 87   stoch                      2492541 non-null  float64\n",
            " 88   stoch_signal               2492541 non-null  float64\n",
            " 89   roc                        2492541 non-null  float64\n",
            " 90   tsi                        2492541 non-null  float64\n",
            " 91   eom                        2492541 non-null  float64\n",
            " 92   eom_sma                    2492541 non-null  float64\n",
            " 93   cmf                        2492541 non-null  float64\n",
            " 94   adi                        2492541 non-null  float64\n",
            " 95   fi                         2492541 non-null  float64\n",
            " 96   mfi                        2492541 non-null  float64\n",
            " 97   obv                        2492541 non-null  float64\n",
            " 98   atr                        2492541 non-null  float64\n",
            " 99   bollinger_hband            2492541 non-null  float64\n",
            " 100  bollinger_hband_indicator  2492541 non-null  float64\n",
            " 101  bollinger_lband            2492541 non-null  float64\n",
            " 102  bollinger_lband_indicator  2492541 non-null  float64\n",
            " 103  bollinger_mavg             2492541 non-null  float64\n",
            " 104  bollinger_pband            2492541 non-null  float64\n",
            " 105  bollinger_wband            2492541 non-null  float64\n",
            " 106  fft                        2492541 non-null  float64\n",
            " 107  GARCH_1_1                  2492541 non-null  float64\n",
            " 108  GARCH_1_2                  2492541 non-null  float64\n",
            " 109  GARCH_2_1                  2492541 non-null  float64\n",
            " 110  GARCH_2_2                  2492541 non-null  float64\n",
            "dtypes: float64(111)\n",
            "memory usage: 2.1 GB\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "# Check for multicollinearity or heteroskedasticity using Breusch Pagan Test\n",
        "\n",
        "import statsmodels.api as sm\n",
        "from statsmodels.stats.diagnostic import het_breuschpagan\n",
        "\n",
        "y = data_mapping['RETX']\n",
        "X = data_mapping.drop(columns=['RETX'])\n",
        "X = sm.add_constant(X)\n",
        "\n",
        "\n",
        "model = sm.OLS(y, X)\n",
        "results = model.fit()\n",
        "\n",
        "_, p_value, _, _ = het_breuschpagan(results.resid, X)\n",
        "\n",
        "print(f\"P-value for Breusch-Pagan test: {p_value}\")\n"
      ],
      "metadata": {
        "id": "5yrEIyTnEgmC",
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "outputId": "9b2851e2-80f4-4792-89a9-8f884f7a41d7"
      },
      "execution_count": 75,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "P-value for Breusch-Pagan test: 0.0\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "# Removing heteroskedasticity or Varying Variance\n",
        "\n",
        "y = data_mapping['RETX']\n",
        "X = data_mapping.drop(columns=['RETX'])\n",
        "X = sm.add_constant(X)\n",
        "\n",
        "model = sm.OLS(y, X)\n",
        "results = model.fit(cov_type='HC3')\n",
        "\n",
        "robust_standard_errors = results.bse\n",
        "\n",
        "print(\"Robust Standard Errors:\")\n",
        "print(robust_standard_errors)\n",
        "\n",
        "p_values_after_transformation = results.pvalues\n",
        "\n",
        "print(\"P-values after Huber-White transformation:\")\n",
        "print(p_values_after_transformation)"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "ZwY3B477naJ6",
        "outputId": "aa329286-be6c-4bd3-b5e5-2c47a1d1812c"
      },
      "execution_count": 76,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "Robust Standard Errors:\n",
            "const        0.000710\n",
            "BIDLO        0.099237\n",
            "ASKHI        0.104949\n",
            "PRC          0.180230\n",
            "VOL          0.000952\n",
            "               ...   \n",
            "fft          0.000359\n",
            "GARCH_1_1    0.002532\n",
            "GARCH_1_2    0.002992\n",
            "GARCH_2_1    0.002638\n",
            "GARCH_2_2    0.002282\n",
            "Length: 111, dtype: float64\n",
            "P-values after Huber-White transformation:\n",
            "const         0.000000e+00\n",
            "BIDLO         0.000000e+00\n",
            "ASKHI         0.000000e+00\n",
            "PRC           0.000000e+00\n",
            "VOL          8.446520e-199\n",
            "                 ...      \n",
            "fft           7.524268e-02\n",
            "GARCH_1_1     8.704951e-01\n",
            "GARCH_1_2     5.276986e-03\n",
            "GARCH_2_1     3.415360e-02\n",
            "GARCH_2_2     9.963772e-01\n",
            "Length: 111, dtype: float64\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "# Dataset after Huber White Transformation\n",
        "data_mapping_transformed = data_mapping.copy()\n",
        "data_mapping_transformed['RETX'] = results.fittedvalues\n",
        "data_mapping_transformed.dropna(axis=1, inplace=True)\n",
        "data_mapping_transformed.info(verbose=True, show_counts=True)"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "25KTlD3tnhk-",
        "outputId": "0803554f-a695-41f5-e7f7-ccc21e2dc62a"
      },
      "execution_count": 77,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "<class 'pandas.core.frame.DataFrame'>\n",
            "MultiIndex: 2492541 entries, (10057.0, Timestamp('1992-03-12 00:00:00')) to (93096.0, Timestamp('2022-12-30 00:00:00'))\n",
            "Data columns (total 111 columns):\n",
            " #    Column                     Non-Null Count    Dtype  \n",
            "---   ------                     --------------    -----  \n",
            " 0    BIDLO                      2492541 non-null  float64\n",
            " 1    ASKHI                      2492541 non-null  float64\n",
            " 2    PRC                        2492541 non-null  float64\n",
            " 3    VOL                        2492541 non-null  float64\n",
            " 4    SHROUT                     2492541 non-null  float64\n",
            " 5    OPENPRC                    2492541 non-null  float64\n",
            " 6    RETX                       2492541 non-null  float64\n",
            " 7    CAPEI                      2492541 non-null  float64\n",
            " 8    bm                         2492541 non-null  float64\n",
            " 9    evm                        2492541 non-null  float64\n",
            " 10   pe_op_basic                2492541 non-null  float64\n",
            " 11   pe_op_dil                  2492541 non-null  float64\n",
            " 12   pe_exi                     2492541 non-null  float64\n",
            " 13   pe_inc                     2492541 non-null  float64\n",
            " 14   ps                         2492541 non-null  float64\n",
            " 15   pcf                        2492541 non-null  float64\n",
            " 16   dpr                        2492541 non-null  float64\n",
            " 17   npm                        2492541 non-null  float64\n",
            " 18   opmbd                      2492541 non-null  float64\n",
            " 19   opmad                      2492541 non-null  float64\n",
            " 20   gpm                        2492541 non-null  float64\n",
            " 21   ptpm                       2492541 non-null  float64\n",
            " 22   cfm                        2492541 non-null  float64\n",
            " 23   roa                        2492541 non-null  float64\n",
            " 24   roe                        2492541 non-null  float64\n",
            " 25   roce                       2492541 non-null  float64\n",
            " 26   efftax                     2492541 non-null  float64\n",
            " 27   aftret_eq                  2492541 non-null  float64\n",
            " 28   aftret_invcapx             2492541 non-null  float64\n",
            " 29   aftret_equity              2492541 non-null  float64\n",
            " 30   pretret_noa                2492541 non-null  float64\n",
            " 31   pretret_earnat             2492541 non-null  float64\n",
            " 32   GProf                      2492541 non-null  float64\n",
            " 33   equity_invcap              2492541 non-null  float64\n",
            " 34   debt_invcap                2492541 non-null  float64\n",
            " 35   totdebt_invcap             2492541 non-null  float64\n",
            " 36   capital_ratio              2492541 non-null  float64\n",
            " 37   int_debt                   2492541 non-null  float64\n",
            " 38   int_totdebt                2492541 non-null  float64\n",
            " 39   cash_lt                    2492541 non-null  float64\n",
            " 40   invt_act                   2492541 non-null  float64\n",
            " 41   rect_act                   2492541 non-null  float64\n",
            " 42   debt_at                    2492541 non-null  float64\n",
            " 43   debt_ebitda                2492541 non-null  float64\n",
            " 44   short_debt                 2492541 non-null  float64\n",
            " 45   curr_debt                  2492541 non-null  float64\n",
            " 46   lt_debt                    2492541 non-null  float64\n",
            " 47   profit_lct                 2492541 non-null  float64\n",
            " 48   ocf_lct                    2492541 non-null  float64\n",
            " 49   cash_debt                  2492541 non-null  float64\n",
            " 50   fcf_ocf                    2492541 non-null  float64\n",
            " 51   lt_ppent                   2492541 non-null  float64\n",
            " 52   dltt_be                    2492541 non-null  float64\n",
            " 53   debt_assets                2492541 non-null  float64\n",
            " 54   debt_capital               2492541 non-null  float64\n",
            " 55   de_ratio                   2492541 non-null  float64\n",
            " 56   intcov                     2492541 non-null  float64\n",
            " 57   intcov_ratio               2492541 non-null  float64\n",
            " 58   cash_ratio                 2492541 non-null  float64\n",
            " 59   quick_ratio                2492541 non-null  float64\n",
            " 60   curr_ratio                 2492541 non-null  float64\n",
            " 61   cash_conversion            2492541 non-null  float64\n",
            " 62   inv_turn                   2492541 non-null  float64\n",
            " 63   at_turn                    2492541 non-null  float64\n",
            " 64   rect_turn                  2492541 non-null  float64\n",
            " 65   pay_turn                   2492541 non-null  float64\n",
            " 66   sale_invcap                2492541 non-null  float64\n",
            " 67   sale_equity                2492541 non-null  float64\n",
            " 68   sale_nwc                   2492541 non-null  float64\n",
            " 69   rd_sale                    2492541 non-null  float64\n",
            " 70   adv_sale                   2492541 non-null  float64\n",
            " 71   accrual                    2492541 non-null  float64\n",
            " 72   ptb                        2492541 non-null  float64\n",
            " 73   PEG_trailing               2492541 non-null  float64\n",
            " 74   divyield                   2492541 non-null  float64\n",
            " 75   rsi_14                     2492541 non-null  float64\n",
            " 76   sma_50                     2492541 non-null  float64\n",
            " 77   ema_20                     2492541 non-null  float64\n",
            " 78   macd                       2492541 non-null  float64\n",
            " 79   macd_diff                  2492541 non-null  float64\n",
            " 80   macd_signal                2492541 non-null  float64\n",
            " 81   adx                        2492541 non-null  float64\n",
            " 82   adx_pos                    2492541 non-null  float64\n",
            " 83   adx_neg                    2492541 non-null  float64\n",
            " 84   stochrsi                   2492541 non-null  float64\n",
            " 85   stochrsi_k                 2492541 non-null  float64\n",
            " 86   stochrsi_d                 2492541 non-null  float64\n",
            " 87   stoch                      2492541 non-null  float64\n",
            " 88   stoch_signal               2492541 non-null  float64\n",
            " 89   roc                        2492541 non-null  float64\n",
            " 90   tsi                        2492541 non-null  float64\n",
            " 91   eom                        2492541 non-null  float64\n",
            " 92   eom_sma                    2492541 non-null  float64\n",
            " 93   cmf                        2492541 non-null  float64\n",
            " 94   adi                        2492541 non-null  float64\n",
            " 95   fi                         2492541 non-null  float64\n",
            " 96   mfi                        2492541 non-null  float64\n",
            " 97   obv                        2492541 non-null  float64\n",
            " 98   atr                        2492541 non-null  float64\n",
            " 99   bollinger_hband            2492541 non-null  float64\n",
            " 100  bollinger_hband_indicator  2492541 non-null  float64\n",
            " 101  bollinger_lband            2492541 non-null  float64\n",
            " 102  bollinger_lband_indicator  2492541 non-null  float64\n",
            " 103  bollinger_mavg             2492541 non-null  float64\n",
            " 104  bollinger_pband            2492541 non-null  float64\n",
            " 105  bollinger_wband            2492541 non-null  float64\n",
            " 106  fft                        2492541 non-null  float64\n",
            " 107  GARCH_1_1                  2492541 non-null  float64\n",
            " 108  GARCH_1_2                  2492541 non-null  float64\n",
            " 109  GARCH_2_1                  2492541 non-null  float64\n",
            " 110  GARCH_2_2                  2492541 non-null  float64\n",
            "dtypes: float64(111)\n",
            "memory usage: 2.1 GB\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "# Establishing window for training, validation and testing data\n",
        "\n",
        "# first 8 years as training set\n",
        "start_date_train_set = pd.Timestamp('1992-03-12')\n",
        "end_date_train_set = pd.Timestamp('2000-03-12')\n",
        "\n",
        "# following 3 years as validation set\n",
        "end_date_validation_set = pd.Timestamp('2003-03-12')\n",
        "\n",
        "# rest as test set\n",
        "end_date_test_set = pd.Timestamp('2022-12-30')\n",
        "\n",
        "training_set = data_mapping_transformed[\n",
        "    (data_mapping_transformed.index.get_level_values('date') >= start_date_train_set) &\n",
        "    (data_mapping_transformed.index.get_level_values('date') <= end_date_train_set)]\n",
        "\n",
        "validation_set = data_mapping_transformed[\n",
        "    (data_mapping_transformed.index.get_level_values('date') > end_date_train_set) &\n",
        "    (data_mapping_transformed.index.get_level_values('date') <= end_date_validation_set)]\n",
        "\n",
        "test_set = data_mapping_transformed[\n",
        "    (data_mapping_transformed.index.get_level_values('date') > end_date_validation_set) &\n",
        "    (data_mapping_transformed.index.get_level_values('date') <= end_date_test_set)]"
      ],
      "metadata": {
        "id": "fGgD38wknk4g"
      },
      "execution_count": 78,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "def r_square_from_paper(y_true, y_pred):\n",
        "\n",
        "    # Total Sum of Squares\n",
        "    TSS = sum(y**2 for y in y_true)\n",
        "\n",
        "    # Residual Sum of Squares (RSS)\n",
        "    RSS = sum((y_true[i] - y_pred[i])**2 for i in range(len(y_true)))\n",
        "\n",
        "    R_squared = 1 - (RSS/TSS)\n",
        "\n",
        "    return R_squared"
      ],
      "metadata": {
        "id": "VZPfODfUp49K"
      },
      "execution_count": 79,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "# getting the best hyperparamater\n",
        "best_alpha = None\n",
        "best_l1_ratio = None\n",
        "best_score = float('-inf')\n",
        "test_r2 = float('-inf')\n",
        "train_r2 = float('-inf')\n",
        "\n",
        "# in last+1 iteration test_set will have 0 data -> end of leep\n",
        "while len(test_set) > 0:\n",
        "#for i in range(1,2):\n",
        "    training_set.loc[:, 'test_fold'] = -1\n",
        "    validation_set.loc[:, 'test_fold'] = 0\n",
        "\n",
        "    # getting hyperparameters for test set only\n",
        "    X_train = training_set.drop(columns=['RET'])\n",
        "    Y_train = training_set['RET']\n",
        "\n",
        "    # do elasticnetcv and train hyperparameters\n",
        "    ElasticNetCV_model_test = ElasticNetCV()\n",
        "    ElasticNetCV_model_test.fit(X_train, Y_train)\n",
        "\n",
        "    alpha = ElasticNetCV_model_test.alpha_\n",
        "    l1_ratio = ElasticNetCV_model_test.l1_ratio_\n",
        "    score = ElasticNetCV_model_test.score(X_train, Y_train)\n",
        "\n",
        "    # choosing the best parameters\n",
        "    if score > best_score:\n",
        "        best_alpha = alpha\n",
        "        best_l1_ratio = l1_ratio\n",
        "        best_score = score\n",
        "\n",
        "\n",
        "    # tuning hyperparameters for both training and validation set\n",
        "    training_and_validation_set = pd.concat([training_set, validation_set])\n",
        "    testing_and_training_set_fold = np.array(training_and_validation_set['test_fold'])\n",
        "    splits = PredefinedSplit(testing_and_training_set_fold)\n",
        "\n",
        "\n",
        "    X_train_and_validation = training_and_validation_set.drop(columns=['RET'])\n",
        "    Y_train_and_validation = training_and_validation_set['RET']\n",
        "\n",
        "    # do elasticnetcv and train hyperparameters\n",
        "    # cv -> cross-validation generator\n",
        "    ElasticNetCV_mode_train_val = ElasticNetCV(cv=splits)\n",
        "    ElasticNetCV_mode_train_val.fit(X_train_and_validation, Y_train_and_validation)\n",
        "\n",
        "\n",
        "    alpha = ElasticNetCV_mode_train_val.alpha_\n",
        "    l1_ratio = ElasticNetCV_mode_train_val.l1_ratio_\n",
        "    score = ElasticNetCV_mode_train_val.score(X_train, Y_train)\n",
        "\n",
        "    # choosing the best parameters with tuning along with validation set\n",
        "    if score > best_score:\n",
        "        best_alpha = alpha\n",
        "        best_l1_ratio = l1_ratio\n",
        "        best_score = score\n",
        "\n",
        "\n",
        "    # predict values for returns\n",
        "    test_set['test_fold'] = 1\n",
        "    Y_pred = ElasticNetCV_mode_train_val.predict(test_set.drop(columns=['RET']))\n",
        "    Y_true = test_set['RET']\n",
        "\n",
        "    # calculate R^2\n",
        "    r2_test = r_square_from_paper(Y_true.values, Y_pred)\n",
        "    if r2_test > test_r2:\n",
        "        test_r2 = r2_test\n",
        "\n",
        "\n",
        "    r2_train = r_square_from_paper(Y_train_and_validation.values, ElasticNetCV_mode_train_val.predict(X_train_and_validation))\n",
        "    if r2_train > train_r2:\n",
        "        train_r2 = r2_train\n",
        "\n",
        "\n",
        "    # rolling and recurssive window\n",
        "    #print(f\"start_date_train_set: {start_date_train_set}\")\n",
        "    start_date_train_set += pd.DateOffset(years=1)\n",
        "    #print(f\"end_date_train_set: {end_date_train_set}\")\n",
        "    end_date_train_set += pd.DateOffset(years=1)\n",
        "    #print(f\"end_date_test_set: {end_date_test_set}\")\n",
        "    end_date_test_set += pd.DateOffset(years=1)\n",
        "    #print(f\"end_date_validation_set: {end_date_validation_set}\\n\\n\")\n",
        "    end_date_validation_set += pd.DateOffset(years=1)\n",
        "\n",
        "\n",
        "    training_set = pd.concat([training_set, data_mapping_transformed[\n",
        "        (data_mapping_transformed.index.get_level_values('date') == end_date_train_set)\n",
        "    ]])\n",
        "\n",
        "    validation_set = data_mapping_transformed[\n",
        "    (data_mapping_transformed.index.get_level_values('date') > end_date_train_set) &\n",
        "    (data_mapping_transformed.index.get_level_values('date') <= end_date_validation_set)]\n",
        "\n",
        "\n",
        "    test_set = data_mapping_transformed[\n",
        "    (data_mapping_transformed.index.get_level_values('date') > end_date_validation_set) &\n",
        "    (data_mapping_transformed.index.get_level_values('date') <= end_date_test_set)]\n",
        "\n",
        "\n",
        "print(f\"best_alpha: {best_alpha}\")\n",
        "print(f\"best_l1_ratio: {best_l1_ratio}\")\n",
        "print(f\"best_score: {best_score}\")"
      ],
      "metadata": {
        "id": "w5ZQEMgwp8Rs"
      },
      "execution_count": null,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "print(\"Best alpha:\", best_alpha)\n",
        "print(\"Best l1_ratio:\", best_l1_ratio)\n",
        "print(\"Best score:\", best_score)\n",
        "print(f\"Train R^2: {train_r2}\")\n",
        "print(f\"Test R^2: {test_r2}\")"
      ],
      "metadata": {
        "id": "lZ3HS_n_qOtH"
      },
      "execution_count": null,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "import lightgbm as lgb\n",
        "from sklearn.model_selection import train_test_split"
      ],
      "metadata": {
        "id": "GNW40WLjqPn5"
      },
      "execution_count": 80,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "# LIGHTGBM for feature extraction\n",
        "y = data_mapping_transformed['RETX']\n",
        "X = data_mapping_transformed.drop(columns=['RETX'])\n",
        "\n",
        "X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)\n",
        "\n",
        "\n",
        "model = lgb.LGBMRegressor()\n",
        "model.fit(X_train, y_train)\n",
        "\n",
        "\n",
        "feature_importance = pd.DataFrame({'Feature': X.columns, 'Importance': model.feature_importances_})\n",
        "sorted_importance = feature_importance.sort_values(by='Importance', ascending=False)\n",
        "\n",
        "\n",
        "selected_features = sorted_importance[sorted_importance['Importance'] > 0]['Feature'].tolist()\n",
        "\n",
        "X_selected = X[selected_features]\n",
        "\n",
        "reduced_dataset = pd.concat([X_selected, y], axis=1)\n",
        "\n",
        "print(sorted_importance)\n",
        "print(selected_features)\n",
        "print(len(selected_features))"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "3xXUj9C9sMs2",
        "outputId": "3641d272-14c4-4ad2-e4d3-bcee9568b523"
      },
      "execution_count": 81,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "[LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.699209 seconds.\n",
            "You can set `force_col_wise=true` to remove the overhead.\n",
            "[LightGBM] [Info] Total Bins 20313\n",
            "[LightGBM] [Info] Number of data points in the train set: 1994032, number of used features: 110\n",
            "[LightGBM] [Info] Start training from score -0.000128\n",
            "            Feature  Importance\n",
            "84       stochrsi_k         555\n",
            "83         stochrsi         415\n",
            "87     stoch_signal         390\n",
            "86            stoch         341\n",
            "85       stochrsi_d         256\n",
            "..              ...         ...\n",
            "35    capital_ratio           0\n",
            "34   totdebt_invcap           0\n",
            "33      debt_invcap           0\n",
            "32    equity_invcap           0\n",
            "109       GARCH_2_2           0\n",
            "\n",
            "[110 rows x 2 columns]\n",
            "['stochrsi_k', 'stochrsi', 'stoch_signal', 'stoch', 'stochrsi_d', 'rsi_14', 'eom', 'adx_neg', 'adx_pos', 'bollinger_pband', 'atr', 'tsi', 'OPENPRC', 'bollinger_lband_indicator', 'PRC', 'bollinger_hband_indicator', 'macd_diff', 'mfi', 'bollinger_wband', 'bollinger_lband', 'VOL', 'roc', 'macd', 'fi', 'ASKHI', 'BIDLO', 'cmf', 'sma_50', 'bollinger_hband', 'ema_20', 'eom_sma', 'macd_signal', 'adi', 'obv', 'bollinger_mavg']\n",
            "35\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "reduced_dataset.info(verbose=True, show_counts=True) # 35 features"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "NaYbdPrIsZOI",
        "outputId": "e78e960b-bf40-4848-cbf6-8056c0e0c078"
      },
      "execution_count": 82,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "<class 'pandas.core.frame.DataFrame'>\n",
            "MultiIndex: 2492541 entries, (10057.0, Timestamp('1992-03-12 00:00:00')) to (93096.0, Timestamp('2022-12-30 00:00:00'))\n",
            "Data columns (total 36 columns):\n",
            " #   Column                     Non-Null Count    Dtype  \n",
            "---  ------                     --------------    -----  \n",
            " 0   stochrsi_k                 2492541 non-null  float64\n",
            " 1   stochrsi                   2492541 non-null  float64\n",
            " 2   stoch_signal               2492541 non-null  float64\n",
            " 3   stoch                      2492541 non-null  float64\n",
            " 4   stochrsi_d                 2492541 non-null  float64\n",
            " 5   rsi_14                     2492541 non-null  float64\n",
            " 6   eom                        2492541 non-null  float64\n",
            " 7   adx_neg                    2492541 non-null  float64\n",
            " 8   adx_pos                    2492541 non-null  float64\n",
            " 9   bollinger_pband            2492541 non-null  float64\n",
            " 10  atr                        2492541 non-null  float64\n",
            " 11  tsi                        2492541 non-null  float64\n",
            " 12  OPENPRC                    2492541 non-null  float64\n",
            " 13  bollinger_lband_indicator  2492541 non-null  float64\n",
            " 14  PRC                        2492541 non-null  float64\n",
            " 15  bollinger_hband_indicator  2492541 non-null  float64\n",
            " 16  macd_diff                  2492541 non-null  float64\n",
            " 17  mfi                        2492541 non-null  float64\n",
            " 18  bollinger_wband            2492541 non-null  float64\n",
            " 19  bollinger_lband            2492541 non-null  float64\n",
            " 20  VOL                        2492541 non-null  float64\n",
            " 21  roc                        2492541 non-null  float64\n",
            " 22  macd                       2492541 non-null  float64\n",
            " 23  fi                         2492541 non-null  float64\n",
            " 24  ASKHI                      2492541 non-null  float64\n",
            " 25  BIDLO                      2492541 non-null  float64\n",
            " 26  cmf                        2492541 non-null  float64\n",
            " 27  sma_50                     2492541 non-null  float64\n",
            " 28  bollinger_hband            2492541 non-null  float64\n",
            " 29  ema_20                     2492541 non-null  float64\n",
            " 30  eom_sma                    2492541 non-null  float64\n",
            " 31  macd_signal                2492541 non-null  float64\n",
            " 32  adi                        2492541 non-null  float64\n",
            " 33  obv                        2492541 non-null  float64\n",
            " 34  bollinger_mavg             2492541 non-null  float64\n",
            " 35  RETX                       2492541 non-null  float64\n",
            "dtypes: float64(36)\n",
            "memory usage: 694.4 MB\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "# Define the date ranges\n",
        "start_date_train_set = reduced_dataset.index.get_level_values('date').min()\n",
        "end_date_train_set = start_date_train_set + pd.DateOffset(years=8)\n",
        "end_date_validation_set = end_date_train_set + pd.DateOffset(years=3)\n",
        "end_date_test_set = reduced_dataset.index.get_level_values('date').max()"
      ],
      "metadata": {
        "id": "12cmxEWMs2zS"
      },
      "execution_count": null,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "best_alpha = None\n",
        "best_l1_ratio = None\n",
        "best_score = float('-inf')\n",
        "test_r2 = float('-inf')\n",
        "train_r2 = float('-inf')\n",
        "\n",
        "while end_date_test_set <= reduced_dataset.index.get_level_values('date').max():\n",
        "\n",
        "    training_set = reduced_dataset[\n",
        "        (reduced_dataset.index.get_level_values('date') >= start_date_train_set) &\n",
        "        (reduced_dataset.index.get_level_values('date') <= end_date_train_set)\n",
        "    ]\n",
        "\n",
        "    validation_set = reduced_dataset[\n",
        "        (reduced_dataset.index.get_level_values('date') > end_date_train_set) &\n",
        "        (reduced_dataset.index.get_level_values('date') <= end_date_validation_set)\n",
        "    ]\n",
        "\n",
        "    test_set = reduced_dataset[\n",
        "        (reduced_dataset.index.get_level_values('date') > end_date_validation_set) &\n",
        "        (reduced_dataset.index.get_level_values('date') <= end_date_test_set)\n",
        "    ]\n",
        "\n",
        "\n",
        "    training_set['test_fold'] = -1\n",
        "    validation_set['test_fold'] = 0\n",
        "\n",
        "\n",
        "    X_train = training_set.drop(columns=['RET'])\n",
        "    Y_train = training_set['RET']\n",
        "\n",
        "    ElasticNetCV_model_test = ElasticNetCV()\n",
        "    ElasticNetCV_model_test.fit(X_train, Y_train)\n",
        "\n",
        "    alpha = ElasticNetCV_model_test.alpha_\n",
        "    l1_ratio = ElasticNetCV_model_test.l1_ratio_\n",
        "    score = ElasticNetCV_model_test.score(X_train, Y_train)\n",
        "\n",
        "    if score > best_score:\n",
        "        best_alpha = alpha\n",
        "        best_l1_ratio = l1_ratio\n",
        "        best_score = score\n",
        "\n",
        "\n",
        "    training_and_validation_set = pd.concat([training_set, validation_set])\n",
        "    testing_and_training_set_fold = np.array(training_and_validation_set['test_fold'])\n",
        "    splits = PredefinedSplit(testing_and_training_set_fold)\n",
        "\n",
        "    X_train_and_validation = training_and_validation_set.drop(columns=['RET'])\n",
        "    Y_train_and_validation = training_and_validation_set['RET']\n",
        "\n",
        "    ElasticNetCV_mode_train_val = ElasticNetCV(cv=splits)\n",
        "    ElasticNetCV_mode_train_val.fit(X_train_and_validation, Y_train_and_validation)\n",
        "\n",
        "    alpha = ElasticNetCV_mode_train_val.alpha_\n",
        "    l1_ratio = ElasticNetCV_mode_train_val.l1_ratio_\n",
        "    score = ElasticNetCV_mode_train_val.score(X_train, Y_train)\n",
        "\n",
        "    if score > best_score:\n",
        "        best_alpha = alpha\n",
        "        best_l1_ratio = l1_ratio\n",
        "        best_score = score\n",
        "\n",
        "\n",
        "    test_set['test_fold'] = 1\n",
        "    Y_pred = ElasticNetCV_mode_train_val.predict(test_set.drop(columns=['RET']))\n",
        "    Y_true = test_set['RET']\n",
        "\n",
        "\n",
        "    r2_test = r_square_from_paper(Y_true.values, Y_pred)\n",
        "    if r2_test > test_r2:\n",
        "        test_r2 = r2_test\n",
        "\n",
        "    r2_train = r_square_from_paper(Y_train_and_validation.values, ElasticNetCV_mode_train_val.predict(X_train_and_validation))\n",
        "    if r2_train > train_r2:\n",
        "        train_r2 = r2_train\n",
        "\n",
        "    start_date_train_set += pd.DateOffset(years=1)\n",
        "    end_date_train_set += pd.DateOffset(years=1)\n",
        "    end_date_test_set += pd.DateOffset(years=1)\n",
        "    end_date_validation_set += pd.DateOffset(years=1)\n",
        "\n",
        "\n",
        "    training_set = pd.concat([training_set, reduced_dataset[\n",
        "        (reduced_dataset.index.get_level_values('date') == end_date_train_set)\n",
        "    ]])\n",
        "    validation_set = reduced_dataset[\n",
        "        (reduced_dataset.index.get_level_values('date') > end_date_train_set) &\n",
        "        (reduced_dataset.index.get_level_values('date') <= end_date_validation_set)\n",
        "    ]\n",
        "    test_set = reduced_dataset[\n",
        "        (reduced_dataset.index.get_level_values('date') > end_date_validation_set) &\n",
        "        (reduced_dataset.index.get_level_values('date') <= end_date_test_set)\n",
        "    ]"
      ],
      "metadata": {
        "id": "6M07cgE0tR3j"
      },
      "execution_count": null,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "print(\"Best alpha:\", best_alpha)\n",
        "print(\"Best l1_ratio:\", best_l1_ratio)\n",
        "print(\"Best score:\", best_score)\n",
        "print(f\"Train R^2: {train_r2}\")\n",
        "print(f\"Test R^2: {test_r2}\")"
      ],
      "metadata": {
        "id": "cwtz3NQPtmgY"
      },
      "execution_count": null,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "pip install scikeras"
      ],
      "metadata": {
        "id": "a_sjm3EMvv3U",
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "outputId": "f13ec9b1-52c9-479d-8103-338c80ba5b82"
      },
      "execution_count": null,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "Collecting scikeras\n",
            "  Downloading scikeras-0.12.0-py3-none-any.whl (27 kB)\n",
            "Requirement already satisfied: packaging>=0.21 in /usr/local/lib/python3.10/dist-packages (from scikeras) (23.2)\n",
            "Requirement already satisfied: scikit-learn>=1.0.0 in /usr/local/lib/python3.10/dist-packages (from scikeras) (1.2.2)\n",
            "Requirement already satisfied: numpy>=1.17.3 in /usr/local/lib/python3.10/dist-packages (from scikit-learn>=1.0.0->scikeras) (1.23.5)\n",
            "Requirement already satisfied: scipy>=1.3.2 in /usr/local/lib/python3.10/dist-packages (from scikit-learn>=1.0.0->scikeras) (1.11.4)\n",
            "Requirement already satisfied: joblib>=1.1.1 in /usr/local/lib/python3.10/dist-packages (from scikit-learn>=1.0.0->scikeras) (1.3.2)\n",
            "Requirement already satisfied: threadpoolctl>=2.0.0 in /usr/local/lib/python3.10/dist-packages (from scikit-learn>=1.0.0->scikeras) (3.2.0)\n",
            "Installing collected packages: scikeras\n",
            "Successfully installed scikeras-0.12.0\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "import tensorflow as tf\n",
        "from tensorflow import keras"
      ],
      "metadata": {
        "id": "_r8tR1fWxiI3"
      },
      "execution_count": 83,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "import tensorflow as tf\n",
        "from tensorflow.keras.models import Sequential\n",
        "from tensorflow.keras.layers import Dense, Input, MultiHeadAttention, LayerNormalization, Dropout\n",
        "from sklearn.model_selection import train_test_split, GridSearchCV\n",
        "from sklearn.preprocessing import MinMaxScaler\n",
        "from sklearn.metrics import mean_absolute_error"
      ],
      "metadata": {
        "id": "vt-y_pIDttQG"
      },
      "execution_count": 84,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "class Transformer(keras.Model):\n",
        "    def __init__(self, encoder_layers, decoder_layers):\n",
        "        super(Transformer, self).__init__()\n",
        "\n",
        "        self.encoder = Encoder(encoder_layers)\n",
        "        self.decoder = Decoder(decoder_layers)\n",
        "\n",
        "    def call(self, inputs):\n",
        "        encoder_output = self.encoder(inputs)\n",
        "        decoder_output = self.decoder(encoder_output)\n",
        "\n",
        "        return decoder_output\n",
        "\n",
        "class Encoder(keras.Model):\n",
        "    def __init__(self, num_layers):\n",
        "        super(Encoder, self).__init__()\n",
        "\n",
        "        self.layers1 = [keras.layers.Dense(64, activation='relu', name=f'dense_{i}') for i in range(num_layers)]\n",
        "        self.dropout = keras.layers.Dropout(0.5)\n",
        "        self.batch_norm = keras.layers.BatchNormalization()\n",
        "\n",
        "    def call(self, inputs):\n",
        "        for layer in self.layers1:\n",
        "            inputs = layer(inputs)\n",
        "        inputs = self.dropout(inputs)\n",
        "        inputs = self.batch_norm(inputs)\n",
        "\n",
        "        return inputs\n",
        "\n",
        "class Decoder(keras.Model):\n",
        "    def __init__(self, num_layers):\n",
        "        super(Decoder, self).__init__()\n",
        "\n",
        "        self.layers1 = [keras.layers.Dense(1, activation='linear', name=f'dense_{i}') for i in range(num_layers)]\n",
        "        self.dropout = keras.layers.Dropout(0.5)\n",
        "        self.batch_norm = keras.layers.BatchNormalization()\n",
        "\n",
        "    def call(self, inputs):\n",
        "        for layer in self.layers1:\n",
        "            inputs = layer(inputs)\n",
        "        inputs = self.dropout(inputs)\n",
        "        inputs = self.batch_norm(inputs)\n",
        "\n",
        "        return inputs\n",
        "\n",
        "model = Transformer(6, 6)\n",
        "model.compile(optimizer='adam', loss='mean_squared_error')\n"
      ],
      "metadata": {
        "id": "KrtMZu62yl2w"
      },
      "execution_count": 103,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "# first 8 years as training set\n",
        "start_date_train_set = pd.Timestamp('1992-03-12')\n",
        "end_date_train_set = pd.Timestamp('2000-03-12')\n",
        "\n",
        "# following 3 years as validation set\n",
        "end_date_validation_set = pd.Timestamp('2003-03-12')\n",
        "\n",
        "# rest as test set\n",
        "end_date_test_set = pd.Timestamp('2022-12-30')"
      ],
      "metadata": {
        "id": "OT9iwlVJgGAT"
      },
      "execution_count": 86,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "training_set = reduced_dataset[\n",
        "    (reduced_dataset.index.get_level_values('date') >= start_date_train_set) &\n",
        "    (reduced_dataset.index.get_level_values('date') <= end_date_train_set)]\n",
        "\n",
        "validation_set = reduced_dataset[\n",
        "    (reduced_dataset.index.get_level_values('date') > end_date_train_set) &\n",
        "    (reduced_dataset.index.get_level_values('date') <= end_date_validation_set)]\n",
        "\n",
        "test_set = reduced_dataset[\n",
        "    (reduced_dataset.index.get_level_values('date') > end_date_validation_set) &\n",
        "    (reduced_dataset.index.get_level_values('date') <= end_date_test_set)]"
      ],
      "metadata": {
        "id": "AFpPa0KUgwE3"
      },
      "execution_count": 118,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "from keras.callbacks import EarlyStopping\n",
        "from sklearn.preprocessing import MinMaxScaler\n",
        "import pandas as pd\n",
        "import numpy as np\n",
        "\n",
        "# early stopping\n",
        "early_stopping = EarlyStopping(monitor='val_loss', patience=10, restore_best_weights=True)\n",
        "scaler = MinMaxScaler()\n",
        "predicted_values_dict = {}\n",
        "trading_signals = {}\n",
        "\n",
        "while len(test_set) > 0:\n",
        "    for permno, permno_data in training_set.groupby(level='PERMNO'):\n",
        "\n",
        "        try:\n",
        "          X_train = training_set.xs(permno, level='PERMNO').drop(columns=['RETX'])\n",
        "          Y_train = training_set.xs(permno, level='PERMNO')['RETX']\n",
        "          X_train = scaler.fit_transform(X_train)\n",
        "          X_train = np.expand_dims(X_train, axis=1)\n",
        "\n",
        "          try:\n",
        "              X_validate = validation_set.xs(permno, level='PERMNO').drop(columns=['RETX'])\n",
        "              Y_validate = validation_set.xs(permno, level='PERMNO')['RETX']\n",
        "          except KeyError:\n",
        "              print(f\"Skipping PERMNO {permno} in validation_set.\")\n",
        "              continue\n",
        "\n",
        "          X_validate = scaler.fit_transform(X_validate)\n",
        "          X_validate = np.expand_dims(X_validate, axis=1)\n",
        "\n",
        "          try:\n",
        "              X_test = test_set.xs(permno, level='PERMNO').drop(columns=['RETX'])\n",
        "              Y_test = test_set.xs(permno, level='PERMNO')['RETX']\n",
        "          except KeyError:\n",
        "              print(f\"Skipping PERMNO {permno} in test_set.\")\n",
        "              continue\n",
        "\n",
        "          X_test = scaler.fit_transform(X_test)\n",
        "          X_test = np.expand_dims(X_test, axis=1)\n",
        "\n",
        "\n",
        "          model.fit(X_train, Y_train, epochs=1, validation_data=(X_validate, Y_validate), callbacks=[early_stopping])\n",
        "\n",
        "          predicted_values = model.predict(X_test)\n",
        "          predicted_values_dict[permno] = predicted_values\n",
        "\n",
        "          threshold = 0.01\n",
        "          trading_signals[permno] = np.where(predicted_values > threshold, 1, np.where(predicted_values < -threshold, -1, 0))\n",
        "\n",
        "\n",
        "\n",
        "\n",
        "          r2_test = r_square_from_paper(Y_test.values, predicted_values)\n",
        "          print(f\"R2 from paper for PERMNO {permno}: {r2_test}\")\n",
        "\n",
        "        except KeyError:\n",
        "            continue\n",
        "\n",
        "    # Rolling and recursive window\n",
        "    start_date_train_set += pd.DateOffset(years=1)\n",
        "    end_date_train_set += pd.DateOffset(years=1)\n",
        "    end_date_test_set += pd.DateOffset(years=1)\n",
        "    end_date_validation_set += pd.DateOffset(years=1)\n",
        "\n",
        "    print(\"Update training, validation, and test sets\")\n",
        "    training_set = pd.concat([training_set, reduced_dataset[\n",
        "        (reduced_dataset.index.get_level_values('date') == end_date_train_set)\n",
        "    ]])\n",
        "\n",
        "    validation_set = reduced_dataset[\n",
        "        (reduced_dataset.index.get_level_values('date') > end_date_train_set) &\n",
        "        (reduced_dataset.index.get_level_values('date') <= end_date_validation_set)\n",
        "    ]\n",
        "\n",
        "    test_set = reduced_dataset[\n",
        "        (reduced_dataset.index.get_level_values('date') > end_date_validation_set) &\n",
        "        (reduced_dataset.index.get_level_values('date') <= end_date_test_set)\n",
        "    ]\n"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "v36S7OvYyJ9s",
        "outputId": "31fc7d10-2674-466b-daa9-3c518e24f86c"
      },
      "execution_count": null,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\u001b[1;30;43mStreaming output truncated to the last 5000 lines.\u001b[0m\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 88992.0: [[0.71127427]]\n",
            "1/1 [==============================] - 0s 159ms/step - loss: 0.0616 - val_loss: 0.0387\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89130.0: [[0.3193568]]\n",
            "1/1 [==============================] - 0s 172ms/step - loss: 0.0041 - val_loss: 0.0651\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 89195.0: [[0.6667827]]\n",
            "1/1 [==============================] - 0s 160ms/step - loss: 1.3103 - val_loss: 0.1017\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 89269.0: [[0.68194]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1431 - val_loss: 0.0737\n",
            "141/141 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 91556.0: [[0.74737334]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1754 - val_loss: 0.0358\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 92655.0: [[0.8165752]]\n",
            "Update training, validation, and test sets\n",
            "Skipping PERMNO 10057.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1775 - val_loss: 0.1617\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10104.0: [[0.78050137]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1138 - val_loss: 0.0442\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10107.0: [[0.6548569]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1850 - val_loss: 0.0432\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10138.0: [[0.81107676]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1474 - val_loss: 0.0472\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10145.0: [[0.73000526]]\n",
            "Skipping PERMNO 10401.0 in test_set.\n",
            "Skipping PERMNO 10455.0 in validation_set.\n",
            "Skipping PERMNO 10460.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1042 - val_loss: 0.0579\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10516.0: [[0.6240677]]\n",
            "Skipping PERMNO 10725.0 in test_set.\n",
            "Skipping PERMNO 10906.0 in test_set.\n",
            "Skipping PERMNO 11170.0 in validation_set.\n",
            "Skipping PERMNO 11260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1171 - val_loss: 0.0408\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11308.0: [[0.73948324]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1204 - val_loss: 0.0372\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11404.0: [[0.75548357]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1622 - val_loss: 0.0389\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11600.0: [[0.80863744]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1736 - val_loss: 0.0700\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11618.0: [[0.7918652]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1109 - val_loss: 0.0524\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11674.0: [[0.6900114]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1417 - val_loss: 0.0427\n",
            "86/86 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11703.0: [[0.6976397]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1433 - val_loss: 0.0609\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11762.0: [[0.66986716]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1318 - val_loss: 0.0481\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11850.0: [[0.7331089]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1592 - val_loss: 0.0594\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11891.0: [[0.7678828]]\n",
            "62/62 [==============================] - 1s 10ms/step - loss: 0.1307 - val_loss: 0.0298\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11955.0: [[0.7789936]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1302 - val_loss: 0.0560\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 12052.0: [[0.7136396]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1100 - val_loss: 0.0412\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12060.0: [[0.7000304]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1110 - val_loss: 0.0526\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12062.0: [[0.78667957]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1357 - val_loss: 0.0498\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12079.0: [[0.7585942]]\n",
            "Skipping PERMNO 12320.0 in validation_set.\n",
            "Skipping PERMNO 12431.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1181 - val_loss: 0.0359\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 12490.0: [[0.7421791]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1134 - val_loss: 0.0472\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 13688.0: [[0.7194381]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1347 - val_loss: 0.0470\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 13856.0: [[0.7165258]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1248 - val_loss: 0.0320\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 13901.0: [[0.8123077]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1486 - val_loss: 0.0491\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 13928.0: [[0.7216495]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1582 - val_loss: 0.0217\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 14008.0: [[0.58773094]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1450 - val_loss: 0.0487\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 14593.0: [[0.82980865]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1981 - val_loss: 0.0129\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 14702.0: [[0.81527483]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1340 - val_loss: 0.0803\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15069.0: [[0.63813126]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1328 - val_loss: 0.0691\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 15202.0: [[0.7168633]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1715 - val_loss: 0.0146\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 15579.0: [[0.8735509]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1010 - val_loss: 0.0641\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 15720.0: [[0.6290912]]\n",
            "Skipping PERMNO 16424.0 in test_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1418 - val_loss: 0.0605\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 16600.0: [[0.6790315]]\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1346 - val_loss: 0.0263\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 16678.0: [[0.74834025]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1569 - val_loss: 0.0418\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 17005.0: [[0.8092669]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1188 - val_loss: 0.0235\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 17144.0: [[0.83902323]]\n",
            "Skipping PERMNO 17278.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1445 - val_loss: 0.0329\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17750.0: [[0.7934737]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1263 - val_loss: 0.0542\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 18163.0: [[0.7192771]]\n",
            "Skipping PERMNO 18374.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1108 - val_loss: 0.0402\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18411.0: [[0.7045549]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1423 - val_loss: 0.0495\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18542.0: [[0.77043]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1205 - val_loss: 0.0358\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 18729.0: [[0.78526723]]\n",
            "Skipping PERMNO 18948.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1336 - val_loss: 0.0598\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 19166.0: [[0.76277167]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1492 - val_loss: 0.0590\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 19350.0: [[0.7042483]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1196 - val_loss: 0.0254\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 19393.0: [[0.7594501]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1317 - val_loss: 0.0457\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 19561.0: [[0.7725781]]\n",
            "Skipping PERMNO 19596.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1432 - val_loss: 0.0304\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20482.0: [[0.76987284]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1202 - val_loss: 0.0499\n",
            "86/86 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20626.0: [[0.7333385]]\n",
            "Skipping PERMNO 20917.0 in validation_set.\n",
            "Skipping PERMNO 21004.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1507 - val_loss: 0.0271\n",
            "110/110 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21020.0: [[0.74543595]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1249 - val_loss: 0.0459\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 21178.0: [[0.79751927]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1498 - val_loss: 0.0647\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 21207.0: [[0.7090025]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1575 - val_loss: 0.0445\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 21371.0: [[0.76024294]]\n",
            "Skipping PERMNO 21514.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1418 - val_loss: 0.0412\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 21573.0: [[0.7415143]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1087 - val_loss: 0.0410\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 21792.0: [[0.65852535]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1252 - val_loss: 0.0306\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 21936.0: [[0.7574391]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1321 - val_loss: 0.0408\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 22103.0: [[0.76412094]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1434 - val_loss: 0.0337\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 22111.0: [[0.77615136]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1413 - val_loss: 0.0209\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 22293.0: [[0.80450296]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1386 - val_loss: 0.0377\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 22509.0: [[0.78938556]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1073 - val_loss: 0.0601\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22517.0: [[0.7249979]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1248 - val_loss: 0.0587\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 22592.0: [[0.7183652]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1163 - val_loss: 0.0422\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22752.0: [[0.7553879]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1486 - val_loss: 0.0173\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 22779.0: [[0.813567]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1107 - val_loss: 0.0620\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23026.0: [[0.63415384]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1167 - val_loss: 0.0313\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23229.0: [[0.7564787]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1345 - val_loss: 0.0495\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23309.0: [[0.7970587]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1495 - val_loss: 0.0553\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23393.0: [[0.77638173]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1569 - val_loss: 0.0315\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23473.0: [[0.7763273]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1194 - val_loss: 0.0623\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23536.0: [[0.6724046]]\n",
            "Skipping PERMNO 23544.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1464 - val_loss: 0.0711\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23579.0: [[0.6767332]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1789 - val_loss: 0.0401\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23660.0: [[0.79315484]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1167 - val_loss: 0.0586\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23712.0: [[0.6903191]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1822 - val_loss: 0.0641\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23819.0: [[0.71206856]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1097 - val_loss: 0.0656\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 24010.0: [[0.7047819]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1124 - val_loss: 0.0493\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 24109.0: [[0.7087086]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1173 - val_loss: 0.0696\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24221.0: [[0.65724224]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1339 - val_loss: 0.0437\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 24328.0: [[0.7849374]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1472 - val_loss: 0.0357\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 24643.0: [[0.7708883]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1382 - val_loss: 0.0393\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 24766.0: [[0.80404276]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1138 - val_loss: 0.0440\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24985.0: [[0.73293483]]\n",
            "Skipping PERMNO 25022.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1330 - val_loss: 0.0322\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 25081.0: [[0.78486]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1424 - val_loss: 0.0601\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25232.0: [[0.6299571]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1536 - val_loss: 0.0358\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 25320.0: [[0.74276423]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1415 - val_loss: 0.0569\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 25419.0: [[0.7244661]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1405 - val_loss: 0.0267\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 25785.0: [[0.8178491]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1439 - val_loss: 0.0490\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 25953.0: [[0.7484362]]\n",
            "Skipping PERMNO 26112.0 in test_set.\n",
            "Skipping PERMNO 26331.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1263 - val_loss: 0.0212\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 26403.0: [[0.8271077]]\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.1383 - val_loss: 0.0480\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 26607.0: [[0.65132064]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1171 - val_loss: 0.0718\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 26710.0: [[0.63141537]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1329 - val_loss: 0.0374\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 26825.0: [[0.78130066]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1365 - val_loss: 0.0486\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 27887.0: [[0.72459]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1158 - val_loss: 0.0324\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 27959.0: [[0.74110484]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1159 - val_loss: 0.0454\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 27991.0: [[0.72790724]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1509 - val_loss: 0.0507\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 28222.0: [[0.7671649]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1450 - val_loss: 0.0489\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 28804.0: [[0.7476225]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1612 - val_loss: 0.0377\n",
            "11/11 [==============================] - 0s 5ms/step\n",
            "R2 from paper for PERMNO 30382.0: [[0.7146145]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1502 - val_loss: 0.0508\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 30681.0: [[0.7410574]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1512 - val_loss: 0.0523\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 32870.0: [[0.7109493]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1316 - val_loss: 0.0526\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 32986.0: [[0.6836001]]\n",
            "Skipping PERMNO 33312.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1408 - val_loss: 0.0466\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 34032.0: [[0.6990396]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1341 - val_loss: 0.0457\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 34746.0: [[0.74970007]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1549 - val_loss: 0.0748\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 34817.0: [[0.65046215]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1036 - val_loss: 0.0822\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 34833.0: [[0.6055535]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1193 - val_loss: 0.0523\n",
            "70/70 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 35051.0: [[0.7024596]]\n",
            "50/50 [==============================] - 1s 11ms/step - loss: 0.1011 - val_loss: 0.0562\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 35554.0: [[0.6533301]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1336 - val_loss: 0.0394\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 36003.0: [[0.73673606]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1383 - val_loss: 0.0596\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 36468.0: [[0.74897575]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1738 - val_loss: 0.0434\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 37584.0: [[0.7921375]]\n",
            "58/58 [==============================] - 1s 11ms/step - loss: 0.1397 - val_loss: 0.0487\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 38093.0: [[0.65429157]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1535 - val_loss: 0.0281\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 38156.0: [[0.7721924]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1374 - val_loss: 0.0307\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 38703.0: [[0.7643533]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1090 - val_loss: 0.0326\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 38762.0: [[0.750653]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1500 - val_loss: 0.0528\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 39490.0: [[0.7532283]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1429 - val_loss: 0.0524\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 39642.0: [[0.79072535]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1655 - val_loss: 0.0368\n",
            "30/30 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39917.0: [[0.7306572]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1355 - val_loss: 0.0384\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 40272.0: [[0.78183705]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1334 - val_loss: 0.0250\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 40539.0: [[0.76309013]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1617 - val_loss: 0.0517\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 41080.0: [[0.7789341]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1402 - val_loss: 0.0563\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 41355.0: [[0.74033403]]\n",
            "Skipping PERMNO 41444.0 in test_set.\n",
            "Skipping PERMNO 42112.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1348 - val_loss: 0.0749\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42307.0: [[0.76480675]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1464 - val_loss: 0.0611\n",
            "78/78 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42534.0: [[0.6597861]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1450 - val_loss: 0.0551\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 42585.0: [[0.72824967]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1271 - val_loss: 0.0599\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42877.0: [[0.7410461]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1280 - val_loss: 0.0268\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42906.0: [[0.8190559]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1243 - val_loss: 0.0625\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 43123.0: [[0.66567445]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1460 - val_loss: 0.0634\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43350.0: [[0.716267]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1318 - val_loss: 0.0335\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43449.0: [[0.78822875]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1427 - val_loss: 0.0427\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 43553.0: [[0.77530867]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1569 - val_loss: 0.0465\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 44329.0: [[0.78716266]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1564 - val_loss: 0.0505\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 44601.0: [[0.72550094]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1499 - val_loss: 0.0478\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 44644.0: [[0.80638146]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1236 - val_loss: 0.0662\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 45751.0: [[0.6871191]]\n",
            "Skipping PERMNO 45903.0 in validation_set.\n",
            "64/64 [==============================] - 1s 9ms/step - loss: 0.1208 - val_loss: 0.0402\n",
            "53/53 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46181.0: [[0.7627196]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1232 - val_loss: 0.0471\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 46578.0: [[0.7478322]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1413 - val_loss: 0.0705\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46674.0: [[0.64632565]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2377 - val_loss: 0.0848\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 46886.0: [[0.7257012]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1281 - val_loss: 0.0547\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 47896.0: [[0.6409067]]\n",
            "23/23 [==============================] - 0s 15ms/step - loss: 0.1395 - val_loss: 0.0844\n",
            "40/40 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48020.0: [[0.5890593]]\n",
            "Skipping PERMNO 48071.0 in validation_set.\n",
            "Skipping PERMNO 48282.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2130 - val_loss: 0.0379\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 48486.0: [[0.8082746]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1112 - val_loss: 0.0809\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 48653.0: [[0.59588194]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1358 - val_loss: 0.0575\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 48725.0: [[0.7117825]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1402 - val_loss: 0.0350\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 49656.0: [[0.752868]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1574 - val_loss: 0.0563\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 49680.0: [[0.72130823]]\n",
            "Skipping PERMNO 50024.0 in validation_set.\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1423 - val_loss: 0.0610\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 50286.0: [[0.726104]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1369 - val_loss: 0.0448\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 50876.0: [[0.7055937]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1866 - val_loss: 0.0363\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 51369.0: [[0.7420006]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1537 - val_loss: 0.0439\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 51596.0: [[0.80254906]]\n",
            "Skipping PERMNO 51610.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1393 - val_loss: 0.0445\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52038.0: [[0.72871196]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1339 - val_loss: 0.0506\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52090.0: [[0.7082994]]\n",
            "58/58 [==============================] - 1s 11ms/step - loss: 0.1703 - val_loss: 0.0403\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52230.0: [[0.7686055]]\n",
            "64/64 [==============================] - 1s 12ms/step - loss: 0.1240 - val_loss: 0.0691\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52329.0: [[0.6585088]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1440 - val_loss: 0.0541\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52476.0: [[0.7267383]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1111 - val_loss: 0.0753\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52484.0: [[0.6631081]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1419 - val_loss: 0.0693\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52695.0: [[0.7264576]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1404 - val_loss: 0.0784\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52708.0: [[0.66283]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1494 - val_loss: 0.0457\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52978.0: [[0.67719245]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1564 - val_loss: 0.0197\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 53065.0: [[0.84936774]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1908 - val_loss: 0.0146\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 53613.0: [[0.83381474]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1545 - val_loss: 0.0797\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 54148.0: [[0.72028553]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1166 - val_loss: 0.0385\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 55976.0: [[0.73561907]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1264 - val_loss: 0.0467\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 56274.0: [[0.7580501]]\n",
            "Skipping PERMNO 56354.0 in test_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1498 - val_loss: 0.0320\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 56573.0: [[0.7735361]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1500 - val_loss: 0.0445\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 57665.0: [[0.73008]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.3263 - val_loss: 0.2823\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 57809.0: [[0.17828661]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1736 - val_loss: 0.0387\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 57904.0: [[0.7351135]]\n",
            "Skipping PERMNO 58077.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1513 - val_loss: 0.0416\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58246.0: [[0.7861833]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1410 - val_loss: 0.0356\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58683.0: [[0.63714874]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1328 - val_loss: 0.0441\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58819.0: [[0.73455596]]\n",
            "Skipping PERMNO 58827.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1252 - val_loss: 0.0553\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 59176.0: [[0.6723288]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1256 - val_loss: 0.0492\n",
            "70/70 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59192.0: [[0.74380654]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1720 - val_loss: 0.0351\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 59248.0: [[0.79877913]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1280 - val_loss: 0.0349\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 59328.0: [[0.69628596]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1249 - val_loss: 0.0486\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 59408.0: [[0.68809986]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1302 - val_loss: 0.0380\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 59459.0: [[0.8132376]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1527 - val_loss: 0.0273\n",
            "70/70 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60097.0: [[0.7698791]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1431 - val_loss: 0.0499\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 60206.0: [[0.74290514]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1324 - val_loss: 0.0275\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 60442.0: [[0.8027556]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1947 - val_loss: 0.0481\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 60506.0: [[0.75557995]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1526 - val_loss: 0.0615\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 60628.0: [[0.7035272]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1782 - val_loss: 0.0629\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 60871.0: [[0.77902913]]\n",
            "Skipping PERMNO 61049.0 in validation_set.\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1087 - val_loss: 0.0916\n",
            "122/122 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61146.0: [[0.6259761]]\n",
            "47/47 [==============================] - 1s 11ms/step - loss: 0.1120 - val_loss: 0.0437\n",
            "25/25 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61209.0: [[0.74080026]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1527 - val_loss: 0.0316\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 61241.0: [[0.7763825]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1679 - val_loss: 0.0453\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 61399.0: [[0.75822175]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1379 - val_loss: 0.0636\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61516.0: [[0.784167]]\n",
            "Skipping PERMNO 61532.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1817 - val_loss: 0.0365\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 61621.0: [[0.7415947]]\n",
            "Skipping PERMNO 61671.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1582 - val_loss: 0.0631\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62034.0: [[0.75218076]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1408 - val_loss: 0.0465\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62092.0: [[0.71354127]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1355 - val_loss: 0.0604\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 62148.0: [[0.7166875]]\n",
            "Skipping PERMNO 62260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1476 - val_loss: 0.0676\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 62308.0: [[0.6678587]]\n",
            "55/55 [==============================] - 1s 11ms/step - loss: 0.1165 - val_loss: 0.0675\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 62498.0: [[0.7211967]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1302 - val_loss: 0.0634\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62519.0: [[0.723736]]\n",
            "32/32 [==============================] - 0s 13ms/step - loss: 0.2125 - val_loss: 0.1715\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 63467.0: [[-0.7513864]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1318 - val_loss: 0.0690\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 64186.0: [[0.6759333]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1435 - val_loss: 0.0418\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 64311.0: [[0.769456]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1317 - val_loss: 0.0516\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 64390.0: [[0.7331749]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1092 - val_loss: 0.0468\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64936.0: [[0.7008611]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1388 - val_loss: 0.0372\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64995.0: [[0.7709282]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1439 - val_loss: 0.0701\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 65402.0: [[0.75774825]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1241 - val_loss: 0.0746\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 65541.0: [[0.73122]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1368 - val_loss: 0.0246\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 66093.0: [[0.8228323]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1297 - val_loss: 0.0286\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 66157.0: [[0.79329956]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1453 - val_loss: 0.0376\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 66181.0: [[0.77400583]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1231 - val_loss: 0.0249\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 66384.0: [[0.7670153]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1190 - val_loss: 0.0422\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 66800.0: [[0.6741965]]\n",
            "52/52 [==============================] - 1s 11ms/step - loss: 0.1184 - val_loss: 0.0405\n",
            "132/132 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 67029.0: [[0.7574349]]\n",
            "Skipping PERMNO 68567.0 in validation_set.\n",
            "56/56 [==============================] - 1s 10ms/step - loss: 0.1560 - val_loss: 0.0419\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 69032.0: [[0.75758785]]\n",
            "Skipping PERMNO 69526.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1390 - val_loss: 0.0704\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 69649.0: [[0.7019151]]\n",
            "48/48 [==============================] - 1s 11ms/step - loss: 0.1926 - val_loss: 0.0395\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 69796.0: [[0.82546616]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1608 - val_loss: 0.0331\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 70519.0: [[0.67475367]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1406 - val_loss: 0.0472\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 70578.0: [[0.7581236]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1432 - val_loss: 0.0351\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 71563.0: [[0.75040317]]\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1331 - val_loss: 0.0379\n",
            "37/37 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 71685.0: [[0.78396344]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1425 - val_loss: 0.0405\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 72726.0: [[0.71960735]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1903 - val_loss: 0.0375\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 73139.0: [[0.82623184]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1392 - val_loss: 0.0717\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75034.0: [[0.6812016]]\n",
            "41/41 [==============================] - 0s 12ms/step - loss: 0.1196 - val_loss: 0.0496\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75188.0: [[0.8386095]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1278 - val_loss: 0.0693\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75241.0: [[0.7105166]]\n",
            "Skipping PERMNO 75294.0 in validation_set.\n",
            "Skipping PERMNO 75333.0 in test_set.\n",
            "Skipping PERMNO 75390.0 in validation_set.\n",
            "Skipping PERMNO 75469.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1924 - val_loss: 0.0347\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75510.0: [[0.85604787]]\n",
            "61/61 [==============================] - 1s 10ms/step - loss: 0.1417 - val_loss: 0.0637\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75591.0: [[0.722579]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.2026 - val_loss: 0.0657\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75694.0: [[0.8175795]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1403 - val_loss: 0.0641\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75825.0: [[0.70006514]]\n",
            "Skipping PERMNO 75901.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2030 - val_loss: 0.0322\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75912.0: [[0.79505104]]\n",
            "Skipping PERMNO 75967.0 in validation_set.\n",
            "Skipping PERMNO 76016.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1556 - val_loss: 0.0380\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76076.0: [[0.70602655]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1369 - val_loss: 0.0694\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76095.0: [[0.7378963]]\n",
            "57/57 [==============================] - 1s 11ms/step - loss: 0.1378 - val_loss: 0.0483\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76185.0: [[0.6627305]]\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1509 - val_loss: 0.0508\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76226.0: [[0.74972665]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1369 - val_loss: 0.0886\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76230.0: [[0.6570089]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1417 - val_loss: 0.0319\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76605.0: [[0.76046544]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1358 - val_loss: 0.0409\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76614.0: [[0.66251063]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1855 - val_loss: 0.0558\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76709.0: [[0.7901387]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1630 - val_loss: 0.0532\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76712.0: [[0.8567512]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1708 - val_loss: 0.0397\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76744.0: [[0.8023475]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1906 - val_loss: 0.0558\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76795.0: [[0.7786408]]\n",
            "Skipping PERMNO 76829.0 in validation_set.\n",
            "Skipping PERMNO 76947.0 in validation_set.\n",
            "10/10 [==============================] - 0s 25ms/step - loss: 0.1734 - val_loss: 0.0857\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77037.0: [[0.67222524]]\n",
            "Skipping PERMNO 77118.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2044 - val_loss: 0.0508\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77178.0: [[0.77809954]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1829 - val_loss: 0.0716\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77274.0: [[0.7613318]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1791 - val_loss: 0.0628\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77338.0: [[0.7898245]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.2336 - val_loss: 0.0564\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77357.0: [[0.74697566]]\n",
            "60/60 [==============================] - 1s 11ms/step - loss: 0.1547 - val_loss: 0.0640\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77496.0: [[0.7285783]]\n",
            "61/61 [==============================] - 1s 10ms/step - loss: 0.1405 - val_loss: 0.0577\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77605.0: [[0.7567489]]\n",
            "61/61 [==============================] - 1s 10ms/step - loss: 0.1757 - val_loss: 0.0240\n",
            "78/78 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77649.0: [[0.8127517]]\n",
            "57/57 [==============================] - 1s 11ms/step - loss: 0.1274 - val_loss: 0.1123\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77661.0: [[0.5154693]]\n",
            "60/60 [==============================] - 1s 11ms/step - loss: 0.1890 - val_loss: 0.0523\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77702.0: [[0.73340046]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1294 - val_loss: 0.0557\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77730.0: [[0.6885214]]\n",
            "Skipping PERMNO 78041.0 in validation_set.\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.2200 - val_loss: 0.0368\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 78975.0: [[0.79151845]]\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.2251 - val_loss: 0.0407\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 78987.0: [[0.7554745]]\n",
            "53/53 [==============================] - 1s 11ms/step - loss: 0.1761 - val_loss: 0.0637\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 79103.0: [[0.7291709]]\n",
            "Skipping PERMNO 79193.0 in validation_set.\n",
            "53/53 [==============================] - 1s 11ms/step - loss: 0.1306 - val_loss: 0.0492\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 79323.0: [[0.72210926]]\n",
            "52/52 [==============================] - 1s 11ms/step - loss: 0.1374 - val_loss: 0.0413\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79328.0: [[0.60909855]]\n",
            "Skipping PERMNO 79354.0 in validation_set.\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1454 - val_loss: 0.0543\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79545.0: [[0.7627511]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1395 - val_loss: 0.0588\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 79637.0: [[0.79672444]]\n",
            "40/40 [==============================] - 0s 12ms/step - loss: 0.2082 - val_loss: 0.0300\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79698.0: [[0.7584448]]\n",
            "Skipping PERMNO 79764.0 in validation_set.\n",
            "Skipping PERMNO 79772.0 in validation_set.\n",
            "47/47 [==============================] - 1s 11ms/step - loss: 0.1226 - val_loss: 0.3318\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79785.0: [[0.612399]]\n",
            "49/49 [==============================] - 1s 11ms/step - loss: 0.1993 - val_loss: 0.0575\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 79906.0: [[0.7393601]]\n",
            "48/48 [==============================] - 1s 11ms/step - loss: 0.1373 - val_loss: 0.0642\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 80080.0: [[0.7001519]]\n",
            "46/46 [==============================] - 1s 12ms/step - loss: 0.1310 - val_loss: 0.0837\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 80191.0: [[0.6142916]]\n",
            "46/46 [==============================] - 1s 12ms/step - loss: 0.1417 - val_loss: 0.0688\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 80204.0: [[0.7536925]]\n",
            "37/37 [==============================] - 0s 13ms/step - loss: 0.2001 - val_loss: 0.2181\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 80286.0: [[0.3643551]]\n",
            "43/43 [==============================] - 1s 12ms/step - loss: 0.1538 - val_loss: 0.1120\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 80320.0: [[0.25319368]]\n",
            "41/41 [==============================] - 1s 13ms/step - loss: 0.1674 - val_loss: 0.0500\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81055.0: [[0.7398247]]\n",
            "41/41 [==============================] - 0s 12ms/step - loss: 0.1439 - val_loss: 0.0495\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81061.0: [[0.7341371]]\n",
            "39/39 [==============================] - 0s 12ms/step - loss: 0.1607 - val_loss: 0.0628\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81285.0: [[0.76546466]]\n",
            "Skipping PERMNO 81301.0 in validation_set.\n",
            "39/39 [==============================] - 0s 12ms/step - loss: 0.2436 - val_loss: 0.0331\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81481.0: [[0.75746775]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1430 - val_loss: 0.0341\n",
            "65/65 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81593.0: [[0.7182129]]\n",
            "Skipping PERMNO 81599.0 in validation_set.\n",
            "37/37 [==============================] - 0s 12ms/step - loss: 0.0939 - val_loss: 0.0528\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81655.0: [[0.6835655]]\n",
            "36/36 [==============================] - 0s 13ms/step - loss: 0.1300 - val_loss: 0.0559\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81677.0: [[0.6888346]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.2239 - val_loss: 0.1306\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81736.0: [[0.4695719]]\n",
            "35/35 [==============================] - 0s 13ms/step - loss: 0.1157 - val_loss: 0.1001\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81774.0: [[0.6153571]]\n",
            "Skipping PERMNO 81778.0 in validation_set.\n",
            "59/59 [==============================] - 1s 13ms/step - loss: 0.1474 - val_loss: 0.0354\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82107.0: [[0.3319372]]\n",
            "28/28 [==============================] - 0s 14ms/step - loss: 0.1289 - val_loss: 0.0749\n",
            "21/21 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82242.0: [[0.5652224]]\n",
            "Skipping PERMNO 82259.0 in validation_set.\n",
            "Skipping PERMNO 82469.0 in test_set.\n",
            "25/25 [==============================] - 0s 15ms/step - loss: 0.2275 - val_loss: 0.0349\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82515.0: [[0.8461863]]\n",
            "33/33 [==============================] - 0s 14ms/step - loss: 0.1983 - val_loss: 0.0478\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82581.0: [[0.8055695]]\n",
            "33/33 [==============================] - 0s 15ms/step - loss: 0.2505 - val_loss: 0.0127\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82598.0: [[0.8638215]]\n",
            "30/30 [==============================] - 0s 14ms/step - loss: 0.1399 - val_loss: 0.0854\n",
            "50/50 [==============================] - 0s 5ms/step\n",
            "R2 from paper for PERMNO 82621.0: [[0.6342479]]\n",
            "33/33 [==============================] - 0s 14ms/step - loss: 0.1593 - val_loss: 0.0576\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82642.0: [[0.7026328]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.1531 - val_loss: 0.0573\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82651.0: [[0.7309809]]\n",
            "Skipping PERMNO 82682.0 in validation_set.\n",
            "32/32 [==============================] - 0s 13ms/step - loss: 0.1426 - val_loss: 0.0495\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82775.0: [[0.77187073]]\n",
            "Skipping PERMNO 82834.0 in validation_set.\n",
            "29/29 [==============================] - 0s 14ms/step - loss: 0.1879 - val_loss: 0.0469\n",
            "70/70 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83143.0: [[0.7755047]]\n",
            "Skipping PERMNO 83341.0 in validation_set.\n",
            "25/25 [==============================] - 0s 15ms/step - loss: 0.1695 - val_loss: 0.0591\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 83597.0: [[0.77843463]]\n",
            "27/27 [==============================] - 0s 15ms/step - loss: 0.1234 - val_loss: 0.2111\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 83621.0: [[0.2623194]]\n",
            "26/26 [==============================] - 0s 14ms/step - loss: 0.1353 - val_loss: 0.0946\n",
            "13/13 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83669.0: [[0.74335325]]\n",
            "26/26 [==============================] - 0s 14ms/step - loss: 0.1210 - val_loss: 0.0470\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83946.0: [[0.4498052]]\n",
            "4/4 [==============================] - 0s 56ms/step - loss: 0.1333 - val_loss: 0.0619\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84110.0: [[0.6455136]]\n",
            "60/60 [==============================] - 1s 11ms/step - loss: 0.3424 - val_loss: 0.1056\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 84129.0: [[0.17450434]]\n",
            "Skipping PERMNO 84169.0 in test_set.\n",
            "25/25 [==============================] - 0s 15ms/step - loss: 0.1560 - val_loss: 0.2158\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 84262.0: [[0.1574958]]\n",
            "24/24 [==============================] - 0s 16ms/step - loss: 0.1308 - val_loss: 0.0820\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 84373.0: [[0.6086967]]\n",
            "25/25 [==============================] - 0s 15ms/step - loss: 0.1680 - val_loss: 0.0743\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 84381.0: [[0.7067183]]\n",
            "18/18 [==============================] - 0s 15ms/step - loss: 0.1184 - val_loss: 0.0908\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84387.0: [[0.549823]]\n",
            "Skipping PERMNO 84577.0 in validation_set.\n",
            "21/21 [==============================] - 0s 15ms/step - loss: 0.1279 - val_loss: 0.0660\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 84761.0: [[0.71985126]]\n",
            "20/20 [==============================] - 0s 16ms/step - loss: 0.1927 - val_loss: 0.0841\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84769.0: [[0.6898645]]\n",
            "21/21 [==============================] - 0s 15ms/step - loss: 0.2388 - val_loss: 0.0406\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 84788.0: [[0.82416296]]\n",
            "21/21 [==============================] - 0s 15ms/step - loss: 0.1483 - val_loss: 0.0806\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85072.0: [[0.67572653]]\n",
            "19/19 [==============================] - 0s 17ms/step - loss: 0.1565 - val_loss: 0.1011\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85257.0: [[0.5819595]]\n",
            "19/19 [==============================] - 0s 17ms/step - loss: 0.1470 - val_loss: 0.0690\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85269.0: [[0.67659175]]\n",
            "18/18 [==============================] - 0s 17ms/step - loss: 0.1953 - val_loss: 0.0544\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85348.0: [[0.7507386]]\n",
            "18/18 [==============================] - 0s 17ms/step - loss: 0.1508 - val_loss: 0.0607\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85459.0: [[0.7746663]]\n",
            "Skipping PERMNO 85610.0 in validation_set.\n",
            "Skipping PERMNO 85620.0 in test_set.\n",
            "17/17 [==============================] - 0s 17ms/step - loss: 0.1812 - val_loss: 0.0672\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85621.0: [[0.6447326]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2065 - val_loss: 0.0502\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85631.0: [[0.777144]]\n",
            "17/17 [==============================] - 0s 18ms/step - loss: 0.1551 - val_loss: 0.0550\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85663.0: [[0.66794074]]\n",
            "16/16 [==============================] - 0s 19ms/step - loss: 0.2092 - val_loss: 0.0156\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85753.0: [[0.8745644]]\n",
            "15/15 [==============================] - 0s 20ms/step - loss: 0.1985 - val_loss: 0.0365\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85792.0: [[0.65081245]]\n",
            "14/14 [==============================] - 0s 20ms/step - loss: 0.1731 - val_loss: 0.0738\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85913.0: [[0.64034355]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1800 - val_loss: 0.0797\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85914.0: [[0.668668]]\n",
            "14/14 [==============================] - 0s 20ms/step - loss: 0.1770 - val_loss: 0.0406\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85926.0: [[0.7830303]]\n",
            "13/13 [==============================] - 0s 21ms/step - loss: 0.1713 - val_loss: 0.0349\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86111.0: [[0.78782713]]\n",
            "12/12 [==============================] - 0s 23ms/step - loss: 0.1167 - val_loss: 0.0897\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86136.0: [[0.6129761]]\n",
            "13/13 [==============================] - 0s 21ms/step - loss: 0.2358 - val_loss: 0.0572\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86158.0: [[0.8436923]]\n",
            "12/12 [==============================] - 0s 23ms/step - loss: 0.1209 - val_loss: 0.0586\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86228.0: [[0.63968444]]\n",
            "10/10 [==============================] - 0s 26ms/step - loss: 0.2777 - val_loss: 0.1031\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86288.0: [[0.7060317]]\n",
            "11/11 [==============================] - 0s 23ms/step - loss: 0.1502 - val_loss: 0.0413\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86356.0: [[0.78671694]]\n",
            "Skipping PERMNO 86401.0 in test_set.\n",
            "Skipping PERMNO 86460.0 in validation_set.\n",
            "8/8 [==============================] - 0s 30ms/step - loss: 0.1904 - val_loss: 0.0474\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86580.0: [[0.7502763]]\n",
            "7/7 [==============================] - 0s 38ms/step - loss: 0.2552 - val_loss: 0.0228\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86783.0: [[0.90963835]]\n",
            "6/6 [==============================] - 0s 41ms/step - loss: 0.1986 - val_loss: 0.0141\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86868.0: [[0.9088956]]\n",
            "5/5 [==============================] - 0s 49ms/step - loss: 0.2399 - val_loss: 0.0563\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86964.0: [[0.843665]]\n",
            "Skipping PERMNO 86976.0 in validation_set.\n",
            "5/5 [==============================] - 0s 49ms/step - loss: 0.1481 - val_loss: 0.0401\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86979.0: [[0.78262264]]\n",
            "5/5 [==============================] - 0s 49ms/step - loss: 0.1791 - val_loss: 0.0566\n",
            "86/86 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86996.0: [[0.60370433]]\n",
            "Skipping PERMNO 87030.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1311 - val_loss: 0.0500\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87055.0: [[0.6470121]]\n",
            "4/4 [==============================] - 0s 62ms/step - loss: 0.1751 - val_loss: 0.0660\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87137.0: [[0.74137807]]\n",
            "3/3 [==============================] - 0s 85ms/step - loss: 0.1376 - val_loss: 0.0652\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87267.0: [[0.80113876]]\n",
            "2/2 [==============================] - 0s 165ms/step - loss: 0.1490 - val_loss: 0.0285\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87299.0: [[0.75801075]]\n",
            "2/2 [==============================] - 0s 167ms/step - loss: 0.1756 - val_loss: 0.0981\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87378.0: [[0.5967211]]\n",
            "Skipping PERMNO 87388.0 in validation_set.\n",
            "1/1 [==============================] - 0s 161ms/step - loss: 0.3169 - val_loss: 0.0416\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87432.0: [[0.74910504]]\n",
            "1/1 [==============================] - 0s 160ms/step - loss: 0.1118 - val_loss: 0.0616\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87445.0: [[0.7387816]]\n",
            "2/2 [==============================] - 0s 162ms/step - loss: 0.2824 - val_loss: 0.0336\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87447.0: [[0.7622091]]\n",
            "59/59 [==============================] - 1s 10ms/step - loss: 0.2104 - val_loss: 0.1040\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87717.0: [[0.61732876]]\n",
            "Skipping PERMNO 88232.0 in validation_set.\n",
            "1/1 [==============================] - 0s 167ms/step - loss: 0.1585 - val_loss: 0.1141\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 88661.0: [[0.62708783]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1951 - val_loss: 0.0340\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 88664.0: [[0.76114726]]\n",
            "Skipping PERMNO 88832.0 in test_set.\n",
            "1/1 [==============================] - 0s 165ms/step - loss: 0.0677 - val_loss: 0.0261\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 88992.0: [[0.8076474]]\n",
            "Skipping PERMNO 89130.0 in test_set.\n",
            "1/1 [==============================] - 0s 169ms/step - loss: 0.0215 - val_loss: 0.0424\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 89195.0: [[0.75471765]]\n",
            "1/1 [==============================] - 0s 164ms/step - loss: 0.6545 - val_loss: 0.0816\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 89269.0: [[0.72197735]]\n",
            "Skipping PERMNO 89495.0 in test_set.\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.0872 - val_loss: 0.0554\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 89508.0: [[0.72093093]]\n",
            "1/1 [==============================] - 0s 187ms/step - loss: 0.0097 - val_loss: 0.0337\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 89525.0: [[0.731591]]\n",
            "1/1 [==============================] - 0s 162ms/step - loss: 0.0031 - val_loss: 0.0706\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89626.0: [[0.74200016]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1480 - val_loss: 0.0772\n",
            "133/133 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 91556.0: [[0.69336796]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1674 - val_loss: 0.0521\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 92655.0: [[0.73839796]]\n",
            "Update training, validation, and test sets\n",
            "Skipping PERMNO 10057.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1730 - val_loss: 0.0219\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10104.0: [[0.75833756]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1185 - val_loss: 0.0466\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10107.0: [[0.647524]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1791 - val_loss: 0.0406\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10138.0: [[0.79325926]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1460 - val_loss: 0.0335\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10145.0: [[0.7435088]]\n",
            "Skipping PERMNO 10401.0 in test_set.\n",
            "Skipping PERMNO 10455.0 in validation_set.\n",
            "Skipping PERMNO 10460.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1063 - val_loss: 0.0670\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10516.0: [[0.69273436]]\n",
            "Skipping PERMNO 10725.0 in validation_set.\n",
            "Skipping PERMNO 10906.0 in test_set.\n",
            "Skipping PERMNO 11170.0 in validation_set.\n",
            "Skipping PERMNO 11260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1228 - val_loss: 0.0378\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11308.0: [[0.75172746]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1238 - val_loss: 0.0341\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11404.0: [[0.7526476]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1548 - val_loss: 0.0501\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11600.0: [[0.76481533]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1761 - val_loss: 0.0531\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11618.0: [[0.81250346]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1170 - val_loss: 0.0389\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11674.0: [[0.7121016]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1351 - val_loss: 0.0345\n",
            "78/78 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11703.0: [[0.71599686]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1358 - val_loss: 0.0362\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11762.0: [[0.737061]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1338 - val_loss: 0.0437\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11850.0: [[0.7477079]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1616 - val_loss: 0.0659\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11891.0: [[0.7353203]]\n",
            "62/62 [==============================] - 1s 10ms/step - loss: 0.1253 - val_loss: 0.0378\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11955.0: [[0.72326106]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1472 - val_loss: 0.0520\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12052.0: [[0.73199606]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1124 - val_loss: 0.0303\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12060.0: [[0.72273207]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1017 - val_loss: 0.0548\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 12062.0: [[0.7535237]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1377 - val_loss: 0.0456\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12079.0: [[0.76774615]]\n",
            "Skipping PERMNO 12320.0 in validation_set.\n",
            "Skipping PERMNO 12431.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1212 - val_loss: 0.0396\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12490.0: [[0.74322206]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1133 - val_loss: 0.0544\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13688.0: [[0.67857593]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1331 - val_loss: 0.0279\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13856.0: [[0.799039]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1222 - val_loss: 0.0332\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13901.0: [[0.7598645]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1500 - val_loss: 0.0269\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13928.0: [[0.79923666]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1578 - val_loss: 0.0297\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14008.0: [[0.43809003]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1558 - val_loss: 0.0663\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 14593.0: [[0.745642]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1905 - val_loss: 0.0237\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 14702.0: [[0.83677757]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1328 - val_loss: 0.0874\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15069.0: [[0.6616148]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1286 - val_loss: 0.0522\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15202.0: [[0.7443402]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1676 - val_loss: 0.0311\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15579.0: [[0.7602629]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1035 - val_loss: 0.0575\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15720.0: [[0.69467276]]\n",
            "Skipping PERMNO 16424.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1472 - val_loss: 0.0436\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 16600.0: [[0.74296856]]\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1235 - val_loss: 0.0325\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 16678.0: [[0.71898913]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1493 - val_loss: 0.0356\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17005.0: [[0.82411045]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1196 - val_loss: 0.0339\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 17144.0: [[0.7624454]]\n",
            "Skipping PERMNO 17278.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1380 - val_loss: 0.0266\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17750.0: [[0.79191524]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1274 - val_loss: 0.0485\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 18163.0: [[0.7155286]]\n",
            "Skipping PERMNO 18374.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1084 - val_loss: 0.0410\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 18411.0: [[0.6990408]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1433 - val_loss: 0.0447\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18542.0: [[0.7285719]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1348 - val_loss: 0.0357\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18729.0: [[0.8257062]]\n",
            "Skipping PERMNO 18948.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1247 - val_loss: 0.0672\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19166.0: [[0.72451526]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1525 - val_loss: 0.0318\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19350.0: [[0.7865744]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1259 - val_loss: 0.0249\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19393.0: [[0.7567513]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1260 - val_loss: 0.0454\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19561.0: [[0.7294842]]\n",
            "Skipping PERMNO 19596.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1385 - val_loss: 0.0229\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20482.0: [[0.80390966]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1139 - val_loss: 0.0452\n",
            "78/78 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20626.0: [[0.7040267]]\n",
            "Skipping PERMNO 20917.0 in validation_set.\n",
            "Skipping PERMNO 21004.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1536 - val_loss: 0.0326\n",
            "102/102 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21020.0: [[0.7873883]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1242 - val_loss: 0.0448\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21178.0: [[0.77765524]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1627 - val_loss: 0.0360\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 21207.0: [[0.8034215]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1449 - val_loss: 0.0515\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 21371.0: [[0.7434474]]\n",
            "Skipping PERMNO 21514.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1444 - val_loss: 0.0406\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21573.0: [[0.6791191]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1063 - val_loss: 0.0413\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21792.0: [[0.6833426]]\n",
            "62/62 [==============================] - 1s 10ms/step - loss: 0.1266 - val_loss: 0.0265\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21936.0: [[0.751001]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1368 - val_loss: 0.0570\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22103.0: [[0.7004097]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1314 - val_loss: 0.0284\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 22111.0: [[0.7737584]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1369 - val_loss: 0.0209\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22293.0: [[0.82578754]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1421 - val_loss: 0.0358\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22509.0: [[0.7486168]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1074 - val_loss: 0.0436\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22517.0: [[0.80297625]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1240 - val_loss: 0.0376\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22592.0: [[0.74267715]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1181 - val_loss: 0.0326\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22752.0: [[0.7770817]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1385 - val_loss: 0.0161\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22779.0: [[0.8034763]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1126 - val_loss: 0.0534\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23026.0: [[0.56092954]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1133 - val_loss: 0.0305\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23229.0: [[0.69362164]]\n",
            "Skipping PERMNO 23309.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1470 - val_loss: 0.0740\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23393.0: [[0.73288274]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1550 - val_loss: 0.0371\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23473.0: [[0.66226137]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1121 - val_loss: 0.0787\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23536.0: [[0.5775805]]\n",
            "Skipping PERMNO 23544.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1374 - val_loss: 0.0508\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23579.0: [[0.69773626]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1804 - val_loss: 0.0182\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23660.0: [[0.8093816]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1113 - val_loss: 0.0530\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23712.0: [[0.7036373]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1721 - val_loss: 0.0562\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23819.0: [[0.7515036]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1101 - val_loss: 0.0554\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 24010.0: [[0.7313413]]\n",
            "64/64 [==============================] - 1s 12ms/step - loss: 0.1135 - val_loss: 0.0465\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 24109.0: [[0.6969032]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1185 - val_loss: 0.0518\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24221.0: [[0.7250375]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1301 - val_loss: 0.0460\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24328.0: [[0.7729375]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1387 - val_loss: 0.0425\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24643.0: [[0.78346217]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1389 - val_loss: 0.0462\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24766.0: [[0.76382035]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1137 - val_loss: 0.0571\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24985.0: [[0.66376114]]\n",
            "Skipping PERMNO 25022.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1312 - val_loss: 0.0262\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25081.0: [[0.74177134]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1379 - val_loss: 0.0499\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25232.0: [[0.7046638]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1564 - val_loss: 0.0298\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 25320.0: [[0.7985736]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1473 - val_loss: 0.0407\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 25419.0: [[0.73553216]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1386 - val_loss: 0.0232\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25785.0: [[0.76133454]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1365 - val_loss: 0.0325\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 25953.0: [[0.76978076]]\n",
            "Skipping PERMNO 26112.0 in test_set.\n",
            "Skipping PERMNO 26331.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1251 - val_loss: 0.0295\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 26403.0: [[0.7303455]]\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.1316 - val_loss: 0.0307\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26607.0: [[0.7046766]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1159 - val_loss: 0.0532\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26710.0: [[0.7373737]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1302 - val_loss: 0.0317\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26825.0: [[0.75824904]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1444 - val_loss: 0.0471\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27887.0: [[0.7430693]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1197 - val_loss: 0.0351\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27959.0: [[0.76064503]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1175 - val_loss: 0.0448\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27991.0: [[0.69453776]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1467 - val_loss: 0.0351\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 28222.0: [[0.79348814]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1445 - val_loss: 0.0692\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 28804.0: [[0.73545194]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1592 - val_loss: 0.0280\n",
            "3/3 [==============================] - 0s 5ms/step\n",
            "R2 from paper for PERMNO 30382.0: [[0.6222911]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1470 - val_loss: 0.0361\n",
            "117/117 [==============================] - 1s 5ms/step\n",
            "R2 from paper for PERMNO 30681.0: [[0.7424195]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1350 - val_loss: 0.0496\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 32870.0: [[0.711033]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1291 - val_loss: 0.0386\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 32986.0: [[0.7170218]]\n",
            "Skipping PERMNO 33312.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1491 - val_loss: 0.0385\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34032.0: [[0.6996074]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1458 - val_loss: 0.0498\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34746.0: [[0.72112304]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1515 - val_loss: 0.0589\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34817.0: [[0.7597547]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1010 - val_loss: 0.0624\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34833.0: [[0.6919883]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1198 - val_loss: 0.0652\n",
            "62/62 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 35051.0: [[0.62966776]]\n",
            "50/50 [==============================] - 1s 11ms/step - loss: 0.1078 - val_loss: 0.0409\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 35554.0: [[0.72092]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1366 - val_loss: 0.0364\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 36003.0: [[0.77730155]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1310 - val_loss: 0.0605\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 36468.0: [[0.7472897]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1659 - val_loss: 0.0488\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 37584.0: [[0.71491575]]\n",
            "58/58 [==============================] - 1s 11ms/step - loss: 0.1355 - val_loss: 0.0440\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38093.0: [[0.66450536]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1429 - val_loss: 0.0401\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38156.0: [[0.74997616]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1256 - val_loss: 0.0379\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38703.0: [[0.78891003]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1188 - val_loss: 0.0313\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38762.0: [[0.7460293]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1479 - val_loss: 0.0398\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39490.0: [[0.7681453]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1468 - val_loss: 0.0368\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 39642.0: [[0.8098451]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1666 - val_loss: 0.0311\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39917.0: [[0.7512236]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1333 - val_loss: 0.0371\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 40272.0: [[0.77879477]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1322 - val_loss: 0.0283\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 40539.0: [[0.7295166]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1557 - val_loss: 0.0452\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 41080.0: [[0.7327963]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1400 - val_loss: 0.0529\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 41355.0: [[0.6845587]]\n",
            "Skipping PERMNO 41444.0 in test_set.\n",
            "Skipping PERMNO 42112.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1358 - val_loss: 0.0909\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42307.0: [[0.78805673]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1601 - val_loss: 0.0551\n",
            "70/70 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42534.0: [[0.6710211]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1461 - val_loss: 0.0581\n",
            "125/125 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42585.0: [[0.70872986]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1290 - val_loss: 0.0516\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42877.0: [[0.73841715]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1355 - val_loss: 0.0256\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42906.0: [[0.84122264]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1173 - val_loss: 0.0764\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43123.0: [[0.68633664]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1431 - val_loss: 0.0509\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43350.0: [[0.7415669]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1316 - val_loss: 0.0342\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43449.0: [[0.77378213]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1490 - val_loss: 0.0446\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43553.0: [[0.7271782]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1383 - val_loss: 0.0558\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 44329.0: [[0.7151469]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1464 - val_loss: 0.0317\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 44601.0: [[0.80196303]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1380 - val_loss: 0.0270\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 44644.0: [[0.7558758]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1290 - val_loss: 0.0535\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 45751.0: [[0.6800175]]\n",
            "Skipping PERMNO 45903.0 in validation_set.\n",
            "64/64 [==============================] - 1s 9ms/step - loss: 0.1114 - val_loss: 0.0661\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46181.0: [[0.7914959]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1183 - val_loss: 0.0457\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 46578.0: [[0.7118548]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1288 - val_loss: 0.0460\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46674.0: [[0.7243004]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2262 - val_loss: 0.0303\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 46886.0: [[0.80563486]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1270 - val_loss: 0.0355\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 47896.0: [[0.7174108]]\n",
            "23/23 [==============================] - 0s 14ms/step - loss: 0.1623 - val_loss: 0.0986\n",
            "35/35 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48020.0: [[0.48248821]]\n",
            "Skipping PERMNO 48071.0 in validation_set.\n",
            "Skipping PERMNO 48282.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2171 - val_loss: 0.0603\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 48486.0: [[0.73224497]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1324 - val_loss: 0.0873\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 48653.0: [[0.6215518]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1309 - val_loss: 0.0526\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 48725.0: [[0.7219256]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1463 - val_loss: 0.0384\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 49656.0: [[0.73327076]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1512 - val_loss: 0.0463\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 49680.0: [[0.7858383]]\n",
            "Skipping PERMNO 50024.0 in validation_set.\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1470 - val_loss: 0.0665\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 50286.0: [[0.7300167]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1270 - val_loss: 0.0345\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 50876.0: [[0.7260731]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1849 - val_loss: 0.0207\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 51369.0: [[0.76738256]]\n",
            "Skipping PERMNO 51596.0 in test_set.\n",
            "Skipping PERMNO 51610.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1329 - val_loss: 0.0382\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52038.0: [[0.6888709]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1438 - val_loss: 0.0471\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52090.0: [[0.6947812]]\n",
            "58/58 [==============================] - 1s 10ms/step - loss: 0.1655 - val_loss: 0.0318\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52230.0: [[0.80549777]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1278 - val_loss: 0.0741\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52329.0: [[0.68530655]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1442 - val_loss: 0.0559\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52476.0: [[0.70863056]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1191 - val_loss: 0.0562\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52484.0: [[0.70261544]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1512 - val_loss: 0.0414\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52695.0: [[0.8215018]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1305 - val_loss: 0.0556\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52708.0: [[0.6775067]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1397 - val_loss: 0.0317\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52978.0: [[0.696725]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1529 - val_loss: 0.0416\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 53065.0: [[0.80618805]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2040 - val_loss: 0.0151\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 53613.0: [[0.8826747]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1561 - val_loss: 0.0936\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 54148.0: [[0.6675616]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1201 - val_loss: 0.0209\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 55976.0: [[0.81698966]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1273 - val_loss: 0.0384\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 56274.0: [[0.6728958]]\n",
            "Skipping PERMNO 56354.0 in test_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1364 - val_loss: 0.0526\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 56573.0: [[0.7309629]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1471 - val_loss: 0.0366\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 57665.0: [[0.72184324]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.3283 - val_loss: 0.2392\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 57809.0: [[0.6108809]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1661 - val_loss: 0.0413\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 57904.0: [[0.7162483]]\n",
            "Skipping PERMNO 58077.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1478 - val_loss: 0.0435\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58246.0: [[0.7480066]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1540 - val_loss: 0.0243\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58683.0: [[0.7358955]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1279 - val_loss: 0.0521\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58819.0: [[0.7097927]]\n",
            "Skipping PERMNO 58827.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1232 - val_loss: 0.0310\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59176.0: [[0.6816132]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1259 - val_loss: 0.0533\n",
            "62/62 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59192.0: [[0.7236953]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1744 - val_loss: 0.0212\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59248.0: [[0.8206527]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1244 - val_loss: 0.0302\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 59328.0: [[0.74852324]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1339 - val_loss: 0.0464\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 59408.0: [[0.71420956]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1393 - val_loss: 0.0435\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 59459.0: [[0.73592293]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1446 - val_loss: 0.0343\n",
            "62/62 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60097.0: [[0.7743118]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1389 - val_loss: 0.0648\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60206.0: [[0.6976831]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1331 - val_loss: 0.0440\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60442.0: [[0.70674944]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1972 - val_loss: 0.0371\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60506.0: [[0.7773304]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1507 - val_loss: 0.0366\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 60628.0: [[0.7736155]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1745 - val_loss: 0.0500\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 60871.0: [[0.7352383]]\n",
            "Skipping PERMNO 61049.0 in validation_set.\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1097 - val_loss: 0.0939\n",
            "114/114 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61146.0: [[0.5781729]]\n",
            "47/47 [==============================] - 0s 10ms/step - loss: 0.1036 - val_loss: 0.0491\n",
            "24/24 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61209.0: [[0.6817837]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1471 - val_loss: 0.0368\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61241.0: [[0.77419335]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1589 - val_loss: 0.0351\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 61399.0: [[0.8451374]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1457 - val_loss: 0.0719\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61516.0: [[0.7113031]]\n",
            "Skipping PERMNO 61532.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1983 - val_loss: 0.0333\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 61621.0: [[0.74664664]]\n",
            "Skipping PERMNO 61671.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1599 - val_loss: 0.0597\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62034.0: [[0.7644542]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1435 - val_loss: 0.0668\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62092.0: [[0.63892865]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1420 - val_loss: 0.0566\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62148.0: [[0.7577957]]\n",
            "Skipping PERMNO 62260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1371 - val_loss: 0.0387\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62308.0: [[0.7214285]]\n",
            "55/55 [==============================] - 1s 10ms/step - loss: 0.1241 - val_loss: 0.0748\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62498.0: [[0.7240848]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1378 - val_loss: 0.0607\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62519.0: [[0.7389071]]\n",
            "32/32 [==============================] - 0s 13ms/step - loss: 0.2199 - val_loss: 0.1398\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 63467.0: [[-0.510959]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1311 - val_loss: 0.0498\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64186.0: [[0.6934253]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1370 - val_loss: 0.0606\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 64311.0: [[0.73507017]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1385 - val_loss: 0.0597\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 64390.0: [[0.70974714]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1164 - val_loss: 0.0393\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64936.0: [[0.7044147]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1382 - val_loss: 0.0303\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64995.0: [[0.80229986]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1427 - val_loss: 0.0756\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 65402.0: [[0.72308135]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1232 - val_loss: 0.0486\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 65541.0: [[0.76597255]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1382 - val_loss: 0.0211\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66093.0: [[0.818717]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1290 - val_loss: 0.0394\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66157.0: [[0.68035483]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1443 - val_loss: 0.0224\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 66181.0: [[0.80409354]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1264 - val_loss: 0.0238\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 66384.0: [[0.80863804]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1118 - val_loss: 0.0450\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66800.0: [[0.6754135]]\n",
            "52/52 [==============================] - 1s 11ms/step - loss: 0.1275 - val_loss: 0.1167\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 67029.0: [[0.7493084]]\n",
            "Skipping PERMNO 68567.0 in validation_set.\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1583 - val_loss: 0.0336\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 69032.0: [[0.73706985]]\n",
            "Skipping PERMNO 69526.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1452 - val_loss: 0.0525\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 69649.0: [[0.7446301]]\n",
            "48/48 [==============================] - 1s 11ms/step - loss: 0.1808 - val_loss: 0.0428\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 69796.0: [[0.802874]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1489 - val_loss: 0.0302\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 70519.0: [[0.70832765]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1393 - val_loss: 0.0380\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 70578.0: [[0.7757846]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1283 - val_loss: 0.0313\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 71563.0: [[0.73005766]]\n",
            "52/52 [==============================] - 1s 11ms/step - loss: 0.1334 - val_loss: 0.0376\n",
            "29/29 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 71685.0: [[0.27416408]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1423 - val_loss: 0.0408\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 72726.0: [[0.7100685]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1756 - val_loss: 0.0385\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 73139.0: [[0.80609554]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1334 - val_loss: 0.0630\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75034.0: [[0.7048552]]\n",
            "Skipping PERMNO 75188.0 in test_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1230 - val_loss: 0.0665\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75241.0: [[0.68833494]]\n",
            "Skipping PERMNO 75294.0 in validation_set.\n",
            "Skipping PERMNO 75333.0 in test_set.\n",
            "Skipping PERMNO 75390.0 in validation_set.\n",
            "Skipping PERMNO 75469.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1960 - val_loss: 0.0302\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75510.0: [[0.8395252]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1382 - val_loss: 0.0560\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75591.0: [[0.7560342]]\n",
            "63/63 [==============================] - 1s 12ms/step - loss: 0.1986 - val_loss: 0.0597\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75694.0: [[0.76178885]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1285 - val_loss: 0.0683\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75825.0: [[0.69051886]]\n",
            "Skipping PERMNO 75901.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2107 - val_loss: 0.0258\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75912.0: [[0.81738716]]\n",
            "Skipping PERMNO 75967.0 in validation_set.\n",
            "Skipping PERMNO 76016.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1550 - val_loss: 0.0410\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76076.0: [[0.70495355]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1322 - val_loss: 0.1028\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76095.0: [[0.67820024]]\n",
            "57/57 [==============================] - 1s 10ms/step - loss: 0.1381 - val_loss: 0.0461\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76185.0: [[0.69654155]]\n",
            "56/56 [==============================] - 1s 10ms/step - loss: 0.1504 - val_loss: 0.0316\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76226.0: [[0.77034247]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1358 - val_loss: 0.0818\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76230.0: [[0.6902168]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1378 - val_loss: 0.0341\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76605.0: [[0.78281784]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1372 - val_loss: 0.0323\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76614.0: [[0.72695494]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1820 - val_loss: 0.0438\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76709.0: [[0.7797656]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1646 - val_loss: 0.0226\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76712.0: [[0.84927803]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1776 - val_loss: 0.0366\n",
            "117/117 [==============================] - 1s 8ms/step\n",
            "R2 from paper for PERMNO 76744.0: [[0.82197404]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1922 - val_loss: 0.0433\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76795.0: [[0.8042595]]\n",
            "Skipping PERMNO 76829.0 in validation_set.\n",
            "Skipping PERMNO 76947.0 in validation_set.\n",
            "10/10 [==============================] - 0s 27ms/step - loss: 0.1668 - val_loss: 0.0535\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77037.0: [[0.68509346]]\n",
            "Skipping PERMNO 77118.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1913 - val_loss: 0.0582\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77178.0: [[0.7227105]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1822 - val_loss: 0.0836\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77274.0: [[0.7003718]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1950 - val_loss: 0.0516\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77338.0: [[0.7704739]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.2453 - val_loss: 0.0336\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77357.0: [[0.7390287]]\n",
            "60/60 [==============================] - 1s 11ms/step - loss: 0.1455 - val_loss: 0.0483\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77496.0: [[0.67442656]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1467 - val_loss: 0.0491\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77605.0: [[0.72244084]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1664 - val_loss: 0.0440\n",
            "70/70 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77649.0: [[0.7123686]]\n",
            "57/57 [==============================] - 1s 11ms/step - loss: 0.1198 - val_loss: 0.1127\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77661.0: [[0.40377522]]\n",
            "60/60 [==============================] - 1s 11ms/step - loss: 0.1846 - val_loss: 0.0470\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77702.0: [[0.7763254]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1318 - val_loss: 0.0393\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77730.0: [[0.6990512]]\n",
            "Skipping PERMNO 78041.0 in validation_set.\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.2172 - val_loss: 0.0254\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 78975.0: [[0.87377036]]\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.2262 - val_loss: 0.0353\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 78987.0: [[0.7463333]]\n",
            "53/53 [==============================] - 1s 11ms/step - loss: 0.1709 - val_loss: 0.0555\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79103.0: [[0.71542656]]\n",
            "Skipping PERMNO 79193.0 in validation_set.\n",
            "53/53 [==============================] - 1s 11ms/step - loss: 0.1491 - val_loss: 0.0453\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79323.0: [[0.69540167]]\n",
            "52/52 [==============================] - 1s 12ms/step - loss: 0.1450 - val_loss: 0.0368\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79328.0: [[0.52114284]]\n",
            "Skipping PERMNO 79354.0 in validation_set.\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1501 - val_loss: 0.0715\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 79545.0: [[0.63678175]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1463 - val_loss: 0.0308\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79637.0: [[0.7733516]]\n",
            "40/40 [==============================] - 0s 12ms/step - loss: 0.2261 - val_loss: 0.0148\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79698.0: [[0.8449468]]\n",
            "Skipping PERMNO 79764.0 in validation_set.\n",
            "Skipping PERMNO 79772.0 in validation_set.\n",
            "47/47 [==============================] - 1s 11ms/step - loss: 0.1220 - val_loss: 0.2676\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79785.0: [[0.6247796]]\n",
            "49/49 [==============================] - 1s 11ms/step - loss: 0.1984 - val_loss: 0.0524\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 79906.0: [[0.8122328]]\n",
            "48/48 [==============================] - 1s 11ms/step - loss: 0.1445 - val_loss: 0.0492\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80080.0: [[0.7023926]]\n",
            "46/46 [==============================] - 1s 11ms/step - loss: 0.1338 - val_loss: 0.0829\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 80191.0: [[0.6324904]]\n",
            "46/46 [==============================] - 1s 12ms/step - loss: 0.1390 - val_loss: 0.0444\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80204.0: [[0.84892553]]\n",
            "37/37 [==============================] - 0s 12ms/step - loss: 0.2149 - val_loss: 0.2687\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80286.0: [[0.25151873]]\n",
            "43/43 [==============================] - 1s 12ms/step - loss: 0.1582 - val_loss: 0.0331\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 80320.0: [[0.6681712]]\n",
            "41/41 [==============================] - 0s 12ms/step - loss: 0.1679 - val_loss: 0.0314\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81055.0: [[0.71554565]]\n",
            "41/41 [==============================] - 0s 12ms/step - loss: 0.1448 - val_loss: 0.0583\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81061.0: [[0.7161223]]\n",
            "39/39 [==============================] - 1s 13ms/step - loss: 0.1581 - val_loss: 0.0613\n",
            "7/7 [==============================] - 0s 5ms/step\n",
            "R2 from paper for PERMNO 81285.0: [[0.77853143]]\n",
            "Skipping PERMNO 81301.0 in validation_set.\n",
            "39/39 [==============================] - 0s 12ms/step - loss: 0.2215 - val_loss: 0.0423\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81481.0: [[0.78014004]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1378 - val_loss: 0.0396\n",
            "57/57 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81593.0: [[0.7480462]]\n",
            "Skipping PERMNO 81599.0 in validation_set.\n",
            "37/37 [==============================] - 0s 12ms/step - loss: 0.1081 - val_loss: 0.0709\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81655.0: [[0.63026226]]\n",
            "36/36 [==============================] - 0s 12ms/step - loss: 0.1396 - val_loss: 0.0791\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81677.0: [[0.6426304]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.2192 - val_loss: 0.0933\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81736.0: [[0.63679594]]\n",
            "36/36 [==============================] - 0s 13ms/step - loss: 0.1149 - val_loss: 0.0892\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81774.0: [[0.6548023]]\n",
            "Skipping PERMNO 81778.0 in validation_set.\n",
            "59/59 [==============================] - 1s 11ms/step - loss: 0.1479 - val_loss: 0.0591\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82107.0: [[0.358342]]\n",
            "28/28 [==============================] - 0s 13ms/step - loss: 0.1349 - val_loss: 0.0789\n",
            "13/13 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82242.0: [[0.45301205]]\n",
            "Skipping PERMNO 82259.0 in validation_set.\n",
            "Skipping PERMNO 82469.0 in validation_set.\n",
            "25/25 [==============================] - 0s 15ms/step - loss: 0.1963 - val_loss: 0.0460\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82515.0: [[0.81305504]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.1908 - val_loss: 0.0599\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82581.0: [[0.74661845]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.2656 - val_loss: 0.0330\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82598.0: [[0.77729416]]\n",
            "30/30 [==============================] - 0s 12ms/step - loss: 0.1349 - val_loss: 0.1155\n",
            "50/50 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82621.0: [[0.6398235]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.1753 - val_loss: 0.0665\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82642.0: [[0.6674996]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.1567 - val_loss: 0.0417\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82651.0: [[0.78363895]]\n",
            "Skipping PERMNO 82682.0 in validation_set.\n",
            "32/32 [==============================] - 0s 13ms/step - loss: 0.1430 - val_loss: 0.0431\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82775.0: [[0.7099277]]\n",
            "Skipping PERMNO 82834.0 in validation_set.\n",
            "29/29 [==============================] - 0s 14ms/step - loss: 0.1610 - val_loss: 0.0340\n",
            "62/62 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83143.0: [[0.8473179]]\n",
            "Skipping PERMNO 83341.0 in validation_set.\n",
            "25/25 [==============================] - 0s 14ms/step - loss: 0.1604 - val_loss: 0.0671\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 83597.0: [[0.75539297]]\n",
            "27/27 [==============================] - 0s 14ms/step - loss: 0.1100 - val_loss: 0.1514\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83621.0: [[0.43464428]]\n",
            "26/26 [==============================] - 0s 14ms/step - loss: 0.1403 - val_loss: 0.1030\n",
            "5/5 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83669.0: [[0.72676146]]\n",
            "Skipping PERMNO 83946.0 in test_set.\n",
            "Skipping PERMNO 84110.0 in test_set.\n",
            "60/60 [==============================] - 1s 10ms/step - loss: 0.3220 - val_loss: 0.1853\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84129.0: [[-0.23095143]]\n",
            "Skipping PERMNO 84169.0 in test_set.\n",
            "25/25 [==============================] - 0s 14ms/step - loss: 0.1520 - val_loss: 0.4168\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84262.0: [[-0.557026]]\n",
            "24/24 [==============================] - 0s 15ms/step - loss: 0.1353 - val_loss: 0.0945\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84373.0: [[0.48894006]]\n",
            "25/25 [==============================] - 0s 14ms/step - loss: 0.1484 - val_loss: 0.0712\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 84381.0: [[0.71048844]]\n",
            "18/18 [==============================] - 0s 16ms/step - loss: 0.1432 - val_loss: 0.0865\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84387.0: [[0.50391793]]\n",
            "Skipping PERMNO 84577.0 in validation_set.\n",
            "21/21 [==============================] - 0s 15ms/step - loss: 0.1345 - val_loss: 0.0807\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84761.0: [[0.5932293]]\n",
            "20/20 [==============================] - 0s 16ms/step - loss: 0.1776 - val_loss: 0.0786\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84769.0: [[0.6780292]]\n",
            "21/21 [==============================] - 0s 17ms/step - loss: 0.2267 - val_loss: 0.0406\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 84788.0: [[0.851937]]\n",
            "21/21 [==============================] - 0s 16ms/step - loss: 0.1510 - val_loss: 0.0860\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85072.0: [[0.6420485]]\n",
            "19/19 [==============================] - 0s 17ms/step - loss: 0.1440 - val_loss: 0.0762\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85257.0: [[0.65837634]]\n",
            "19/19 [==============================] - 0s 17ms/step - loss: 0.1502 - val_loss: 0.0667\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85269.0: [[0.7081442]]\n",
            "18/18 [==============================] - 0s 17ms/step - loss: 0.1756 - val_loss: 0.0332\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85348.0: [[0.8151088]]\n",
            "18/18 [==============================] - 0s 17ms/step - loss: 0.1884 - val_loss: 0.0700\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85459.0: [[0.77252966]]\n",
            "Skipping PERMNO 85610.0 in validation_set.\n",
            "Skipping PERMNO 85620.0 in test_set.\n",
            "17/17 [==============================] - 0s 18ms/step - loss: 0.1481 - val_loss: 0.0919\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85621.0: [[0.541603]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2017 - val_loss: 0.0458\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85631.0: [[0.8130038]]\n",
            "17/17 [==============================] - 0s 18ms/step - loss: 0.1675 - val_loss: 0.0589\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85663.0: [[0.67443764]]\n",
            "16/16 [==============================] - 0s 19ms/step - loss: 0.2138 - val_loss: 0.0133\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85753.0: [[0.89126337]]\n",
            "15/15 [==============================] - 0s 19ms/step - loss: 0.1808 - val_loss: 0.0362\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85792.0: [[0.72507024]]\n",
            "14/14 [==============================] - 0s 20ms/step - loss: 0.1511 - val_loss: 0.0604\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85913.0: [[0.6762905]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1704 - val_loss: 0.0624\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 85914.0: [[0.6956327]]\n",
            "14/14 [==============================] - 0s 20ms/step - loss: 0.1844 - val_loss: 0.0359\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85926.0: [[0.79193115]]\n",
            "13/13 [==============================] - 0s 23ms/step - loss: 0.1749 - val_loss: 0.0429\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86111.0: [[0.7539795]]\n",
            "13/13 [==============================] - 0s 22ms/step - loss: 0.1173 - val_loss: 0.0673\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86136.0: [[0.691702]]\n",
            "13/13 [==============================] - 0s 22ms/step - loss: 0.2096 - val_loss: 0.0543\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86158.0: [[0.8106431]]\n",
            "12/12 [==============================] - 0s 23ms/step - loss: 0.1139 - val_loss: 0.0712\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86228.0: [[0.602049]]\n",
            "10/10 [==============================] - 0s 27ms/step - loss: 0.2811 - val_loss: 0.0927\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86288.0: [[0.6573663]]\n",
            "11/11 [==============================] - 0s 23ms/step - loss: 0.1751 - val_loss: 0.0680\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86356.0: [[0.7078656]]\n",
            "Skipping PERMNO 86401.0 in test_set.\n",
            "Skipping PERMNO 86460.0 in validation_set.\n",
            "8/8 [==============================] - 0s 31ms/step - loss: 0.1997 - val_loss: 0.0869\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86580.0: [[0.6686704]]\n",
            "7/7 [==============================] - 0s 34ms/step - loss: 0.2884 - val_loss: 0.0375\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86783.0: [[0.90202403]]\n",
            "6/6 [==============================] - 0s 39ms/step - loss: 0.1800 - val_loss: 0.0224\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86868.0: [[0.90822536]]\n",
            "5/5 [==============================] - 0s 47ms/step - loss: 0.2342 - val_loss: 0.0497\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86964.0: [[0.8768673]]\n",
            "Skipping PERMNO 86976.0 in validation_set.\n",
            "5/5 [==============================] - 0s 46ms/step - loss: 0.1434 - val_loss: 0.0477\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86979.0: [[0.80177724]]\n",
            "5/5 [==============================] - 0s 48ms/step - loss: 0.1646 - val_loss: 0.0542\n",
            "78/78 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86996.0: [[0.69512177]]\n",
            "Skipping PERMNO 87030.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1462 - val_loss: 0.0548\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87055.0: [[0.6949824]]\n",
            "4/4 [==============================] - 0s 60ms/step - loss: 0.2379 - val_loss: 0.0693\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87137.0: [[0.7016578]]\n",
            "3/3 [==============================] - 0s 84ms/step - loss: 0.1330 - val_loss: 0.0530\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87267.0: [[0.78319526]]\n",
            "2/2 [==============================] - 0s 165ms/step - loss: 0.1723 - val_loss: 0.0626\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87299.0: [[0.73991853]]\n",
            "2/2 [==============================] - 0s 175ms/step - loss: 0.1793 - val_loss: 0.1207\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87378.0: [[0.47781885]]\n",
            "Skipping PERMNO 87388.0 in validation_set.\n",
            "2/2 [==============================] - 0s 172ms/step - loss: 0.2852 - val_loss: 0.0473\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87432.0: [[0.7136642]]\n",
            "1/1 [==============================] - 0s 175ms/step - loss: 0.1065 - val_loss: 0.0734\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 87445.0: [[0.724743]]\n",
            "2/2 [==============================] - 0s 168ms/step - loss: 0.2224 - val_loss: 0.0331\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87447.0: [[0.72650677]]\n",
            "59/59 [==============================] - 1s 11ms/step - loss: 0.1879 - val_loss: 0.1340\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87717.0: [[0.5356849]]\n",
            "Skipping PERMNO 88232.0 in validation_set.\n",
            "1/1 [==============================] - 0s 171ms/step - loss: 0.0844 - val_loss: 0.1654\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 88661.0: [[0.45285928]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1834 - val_loss: 0.0420\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 88664.0: [[0.76564205]]\n",
            "Skipping PERMNO 88832.0 in test_set.\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.0330 - val_loss: 0.0318\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 88992.0: [[0.80092776]]\n",
            "Skipping PERMNO 89130.0 in test_set.\n",
            "1/1 [==============================] - 0s 164ms/step - loss: 0.0743 - val_loss: 0.0484\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89195.0: [[0.73071074]]\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.1198 - val_loss: 0.0723\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89269.0: [[0.73361397]]\n",
            "Skipping PERMNO 89495.0 in validation_set.\n",
            "1/1 [==============================] - 0s 161ms/step - loss: 0.3816 - val_loss: 0.0627\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 89508.0: [[0.71014726]]\n",
            "1/1 [==============================] - 0s 183ms/step - loss: 0.0327 - val_loss: 0.0563\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89525.0: [[0.6648693]]\n",
            "1/1 [==============================] - 0s 170ms/step - loss: 0.0199 - val_loss: 0.0657\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 89626.0: [[0.7010694]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1498 - val_loss: 0.0353\n",
            "125/125 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 91556.0: [[0.78718525]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1812 - val_loss: 0.0537\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 92655.0: [[0.7371251]]\n",
            "Update training, validation, and test sets\n",
            "Skipping PERMNO 10057.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1886 - val_loss: 0.0452\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10104.0: [[0.78225005]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1154 - val_loss: 0.0444\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 10107.0: [[0.68935835]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1811 - val_loss: 0.0299\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10138.0: [[0.8589423]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1524 - val_loss: 0.0421\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10145.0: [[0.76632977]]\n",
            "Skipping PERMNO 10401.0 in validation_set.\n",
            "Skipping PERMNO 10455.0 in validation_set.\n",
            "Skipping PERMNO 10460.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1057 - val_loss: 0.0755\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10516.0: [[0.66655195]]\n",
            "Skipping PERMNO 10725.0 in validation_set.\n",
            "Skipping PERMNO 10906.0 in validation_set.\n",
            "Skipping PERMNO 11170.0 in validation_set.\n",
            "Skipping PERMNO 11260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1180 - val_loss: 0.0422\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11308.0: [[0.74127907]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1100 - val_loss: 0.0367\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11404.0: [[0.7470036]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1624 - val_loss: 0.0456\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11600.0: [[0.7854143]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1773 - val_loss: 0.0515\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11618.0: [[0.83803266]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1145 - val_loss: 0.0470\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11674.0: [[0.7171493]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1417 - val_loss: 0.0331\n",
            "70/70 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11703.0: [[0.73331404]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1316 - val_loss: 0.0621\n",
            "30/30 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11762.0: [[0.67811215]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1284 - val_loss: 0.0371\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11850.0: [[0.74184304]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1463 - val_loss: 0.0545\n",
            "109/109 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 11891.0: [[0.7815298]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1391 - val_loss: 0.0382\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11955.0: [[0.74906623]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1383 - val_loss: 0.0422\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12052.0: [[0.7883097]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1080 - val_loss: 0.0429\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12060.0: [[0.7237316]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.0994 - val_loss: 0.0468\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12062.0: [[0.77435184]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1444 - val_loss: 0.0547\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12079.0: [[0.82177645]]\n",
            "Skipping PERMNO 12320.0 in validation_set.\n",
            "Skipping PERMNO 12431.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1139 - val_loss: 0.0286\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12490.0: [[0.81902546]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1070 - val_loss: 0.0524\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13688.0: [[0.705343]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1353 - val_loss: 0.0342\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13856.0: [[0.7695633]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1280 - val_loss: 0.0389\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13901.0: [[0.75501144]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1445 - val_loss: 0.0302\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13928.0: [[0.77702737]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1631 - val_loss: 0.0313\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14008.0: [[0.5659645]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1574 - val_loss: 0.0444\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14593.0: [[0.78069884]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2038 - val_loss: 0.0343\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14702.0: [[0.7505107]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1263 - val_loss: 0.0892\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15069.0: [[0.684967]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1274 - val_loss: 0.0463\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15202.0: [[0.7556627]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1567 - val_loss: 0.0141\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15579.0: [[0.83589876]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1037 - val_loss: 0.0683\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15720.0: [[0.65958965]]\n",
            "Skipping PERMNO 16424.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1441 - val_loss: 0.0419\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 16600.0: [[0.7714507]]\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1263 - val_loss: 0.0294\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 16678.0: [[0.76702523]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1483 - val_loss: 0.0426\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17005.0: [[0.7826483]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1224 - val_loss: 0.0408\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 17144.0: [[0.7231345]]\n",
            "Skipping PERMNO 17278.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1448 - val_loss: 0.0408\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17750.0: [[0.7929748]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1315 - val_loss: 0.0329\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18163.0: [[0.772016]]\n",
            "Skipping PERMNO 18374.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1080 - val_loss: 0.0532\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18411.0: [[0.67750525]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1486 - val_loss: 0.0372\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18542.0: [[0.76566577]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1286 - val_loss: 0.0467\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18729.0: [[0.772479]]\n",
            "Skipping PERMNO 18948.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1293 - val_loss: 0.0450\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19166.0: [[0.76622057]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1501 - val_loss: 0.0590\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19350.0: [[0.70133364]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1231 - val_loss: 0.0229\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19393.0: [[0.7648909]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1275 - val_loss: 0.0342\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19561.0: [[0.7307483]]\n",
            "Skipping PERMNO 19596.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1399 - val_loss: 0.0380\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20482.0: [[0.75056124]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1164 - val_loss: 0.0378\n",
            "70/70 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20626.0: [[0.7593156]]\n",
            "Skipping PERMNO 20917.0 in validation_set.\n",
            "Skipping PERMNO 21004.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1493 - val_loss: 0.0431\n",
            "94/94 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21020.0: [[0.7431613]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1285 - val_loss: 0.0433\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21178.0: [[0.852112]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1542 - val_loss: 0.0456\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21207.0: [[0.7463176]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1539 - val_loss: 0.0386\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21371.0: [[0.7672839]]\n",
            "Skipping PERMNO 21514.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1365 - val_loss: 0.0569\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21573.0: [[0.64735]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1106 - val_loss: 0.0296\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21792.0: [[0.6324699]]\n",
            "62/62 [==============================] - 1s 10ms/step - loss: 0.1306 - val_loss: 0.0268\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21936.0: [[0.78578365]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1262 - val_loss: 0.0761\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22103.0: [[0.6328176]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1280 - val_loss: 0.0344\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22111.0: [[0.7830934]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1358 - val_loss: 0.0109\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22293.0: [[0.8836664]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1356 - val_loss: 0.0418\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22509.0: [[0.7499516]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1084 - val_loss: 0.0660\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22517.0: [[0.69757247]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1249 - val_loss: 0.0434\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22592.0: [[0.7807189]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1205 - val_loss: 0.0459\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22752.0: [[0.7334484]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1368 - val_loss: 0.0920\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22779.0: [[0.6582684]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1114 - val_loss: 0.0633\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23026.0: [[0.5662538]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1147 - val_loss: 0.0319\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23229.0: [[0.6745586]]\n",
            "Skipping PERMNO 23309.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1440 - val_loss: 0.0522\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23393.0: [[0.7668406]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1584 - val_loss: 0.0632\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23473.0: [[0.69885945]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1150 - val_loss: 0.0496\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23536.0: [[0.7124208]]\n",
            "Skipping PERMNO 23544.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1339 - val_loss: 0.0464\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23579.0: [[0.7509076]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1881 - val_loss: 0.0261\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 23660.0: [[0.81341434]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1173 - val_loss: 0.0724\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23712.0: [[0.6654443]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1662 - val_loss: 0.0555\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23819.0: [[0.7525575]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1089 - val_loss: 0.0533\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24010.0: [[0.7153485]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1230 - val_loss: 0.0470\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24109.0: [[0.72901785]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1195 - val_loss: 0.0538\n",
            "30/30 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24221.0: [[0.7160065]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1357 - val_loss: 0.0664\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24328.0: [[0.70626533]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1429 - val_loss: 0.0448\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24643.0: [[0.76146215]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1289 - val_loss: 0.0402\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24766.0: [[0.760743]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1157 - val_loss: 0.0480\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24985.0: [[0.70305836]]\n",
            "Skipping PERMNO 25022.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1338 - val_loss: 0.0398\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25081.0: [[0.7797757]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1365 - val_loss: 0.0580\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25232.0: [[0.6997479]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1453 - val_loss: 0.0255\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 25320.0: [[0.8155234]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1462 - val_loss: 0.0325\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25419.0: [[0.7709883]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1408 - val_loss: 0.0360\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25785.0: [[0.8364115]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1407 - val_loss: 0.0604\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25953.0: [[0.709617]]\n",
            "Skipping PERMNO 26112.0 in validation_set.\n",
            "Skipping PERMNO 26331.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1281 - val_loss: 0.0342\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26403.0: [[0.7335979]]\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.1374 - val_loss: 0.0383\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26607.0: [[0.698019]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1173 - val_loss: 0.0597\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26710.0: [[0.72430146]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1421 - val_loss: 0.0324\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26825.0: [[0.80369246]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1325 - val_loss: 0.0391\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27887.0: [[0.8047328]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1233 - val_loss: 0.0448\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27959.0: [[0.7225597]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1213 - val_loss: 0.0439\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27991.0: [[0.72235715]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1500 - val_loss: 0.0497\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 28222.0: [[0.75640345]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1362 - val_loss: 0.0641\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 28804.0: [[0.76103145]]\n",
            "Skipping PERMNO 30382.0 in test_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1622 - val_loss: 0.0378\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 30681.0: [[0.79749256]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1429 - val_loss: 0.0272\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 32870.0: [[0.82768404]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1402 - val_loss: 0.0662\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 32986.0: [[0.7218306]]\n",
            "Skipping PERMNO 33312.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1482 - val_loss: 0.0399\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34032.0: [[0.72370136]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1528 - val_loss: 0.0517\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34746.0: [[0.7005364]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1555 - val_loss: 0.0708\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34817.0: [[0.7296746]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1028 - val_loss: 0.0725\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34833.0: [[0.63701105]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1269 - val_loss: 0.0789\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 35051.0: [[0.6162044]]\n",
            "50/50 [==============================] - 1s 12ms/step - loss: 0.1029 - val_loss: 0.0417\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 35554.0: [[0.7453929]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1334 - val_loss: 0.0566\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 36003.0: [[0.71368]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1285 - val_loss: 0.0778\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 36468.0: [[0.73017895]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1710 - val_loss: 0.0415\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 37584.0: [[0.733377]]\n",
            "58/58 [==============================] - 1s 10ms/step - loss: 0.1442 - val_loss: 0.0545\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38093.0: [[0.6642634]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1382 - val_loss: 0.0352\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38156.0: [[0.79888874]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1346 - val_loss: 0.0627\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38703.0: [[0.6968451]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1118 - val_loss: 0.0311\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38762.0: [[0.761363]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1495 - val_loss: 0.0452\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39490.0: [[0.7438419]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1492 - val_loss: 0.0460\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39642.0: [[0.8144411]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1630 - val_loss: 0.0430\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39917.0: [[0.7092826]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1369 - val_loss: 0.0476\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 40272.0: [[0.75883156]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1404 - val_loss: 0.0291\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 40539.0: [[0.7440145]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1547 - val_loss: 0.0655\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 41080.0: [[0.76019335]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1493 - val_loss: 0.0430\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 41355.0: [[0.7627914]]\n",
            "Skipping PERMNO 41444.0 in test_set.\n",
            "Skipping PERMNO 42112.0 in validation_set.\n",
            "Skipping PERMNO 42307.0 in test_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1481 - val_loss: 0.0555\n",
            "62/62 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42534.0: [[0.7278382]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1335 - val_loss: 0.0613\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42585.0: [[0.7379303]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1310 - val_loss: 0.0619\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42877.0: [[0.69751024]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1297 - val_loss: 0.0453\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42906.0: [[0.7670407]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1244 - val_loss: 0.0698\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43123.0: [[0.710853]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1438 - val_loss: 0.0628\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43350.0: [[0.6928236]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1349 - val_loss: 0.0306\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43449.0: [[0.76028]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1521 - val_loss: 0.0357\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43553.0: [[0.78058994]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1412 - val_loss: 0.0501\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 44329.0: [[0.74091876]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1505 - val_loss: 0.0642\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 44601.0: [[0.6903051]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1551 - val_loss: 0.0447\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 44644.0: [[0.59796655]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1287 - val_loss: 0.0321\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 45751.0: [[0.7178768]]\n",
            "Skipping PERMNO 45903.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1194 - val_loss: 0.1694\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46181.0: [[0.7532895]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1264 - val_loss: 0.0573\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46578.0: [[0.786974]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1415 - val_loss: 0.0344\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46674.0: [[0.7638131]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2234 - val_loss: 0.0550\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46886.0: [[0.7777721]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1328 - val_loss: 0.0269\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 47896.0: [[0.77811545]]\n",
            "23/23 [==============================] - 0s 15ms/step - loss: 0.1602 - val_loss: 0.0793\n",
            "27/27 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48020.0: [[0.5317182]]\n",
            "Skipping PERMNO 48071.0 in validation_set.\n",
            "Skipping PERMNO 48282.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2239 - val_loss: 0.0431\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 48486.0: [[0.82787037]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1277 - val_loss: 0.0849\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48653.0: [[0.66248345]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1366 - val_loss: 0.0479\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48725.0: [[0.73589844]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1486 - val_loss: 0.0515\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 49656.0: [[0.7127974]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1496 - val_loss: 0.0396\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 49680.0: [[0.78010774]]\n",
            "Skipping PERMNO 50024.0 in validation_set.\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1337 - val_loss: 0.0904\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 50286.0: [[0.7070273]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1352 - val_loss: 0.0857\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 50876.0: [[0.6522063]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1803 - val_loss: 0.0182\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 51369.0: [[0.793934]]\n",
            "Skipping PERMNO 51596.0 in test_set.\n",
            "Skipping PERMNO 51610.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1401 - val_loss: 0.0293\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52038.0: [[0.7605077]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1400 - val_loss: 0.0443\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52090.0: [[0.6971381]]\n",
            "58/58 [==============================] - 1s 11ms/step - loss: 0.1652 - val_loss: 0.0454\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52230.0: [[0.74595714]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1295 - val_loss: 0.0545\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 52329.0: [[0.71246743]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1338 - val_loss: 0.0334\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52476.0: [[0.7803549]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1178 - val_loss: 0.0831\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52484.0: [[0.7330632]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1467 - val_loss: 0.0465\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52695.0: [[0.7821783]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1411 - val_loss: 0.0716\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52708.0: [[0.69602454]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1574 - val_loss: 0.0405\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52978.0: [[0.6816342]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1504 - val_loss: 0.0458\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 53065.0: [[0.8348234]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2135 - val_loss: 0.0204\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 53613.0: [[0.8127301]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1494 - val_loss: 0.0745\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 54148.0: [[0.7307496]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1223 - val_loss: 0.0751\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 55976.0: [[0.74192774]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1287 - val_loss: 0.0192\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 56274.0: [[0.8003188]]\n",
            "Skipping PERMNO 56354.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1438 - val_loss: 0.0390\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 56573.0: [[0.8277026]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1480 - val_loss: 0.0349\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 57665.0: [[0.78932154]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.3055 - val_loss: 0.1070\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 57809.0: [[0.7091793]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1760 - val_loss: 0.0475\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 57904.0: [[0.7399589]]\n",
            "Skipping PERMNO 58077.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1581 - val_loss: 0.0598\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58246.0: [[0.7252474]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1452 - val_loss: 0.0213\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58683.0: [[0.7561828]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1353 - val_loss: 0.0656\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58819.0: [[0.66606677]]\n",
            "Skipping PERMNO 58827.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1218 - val_loss: 0.0493\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59176.0: [[0.67763615]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1352 - val_loss: 0.0669\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59192.0: [[0.70585024]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1688 - val_loss: 0.0691\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59248.0: [[0.82427055]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1288 - val_loss: 0.0369\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59328.0: [[0.71998656]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1299 - val_loss: 0.0397\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59408.0: [[0.7419296]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1294 - val_loss: 0.0363\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59459.0: [[0.794959]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1483 - val_loss: 0.0290\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60097.0: [[0.7825593]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1350 - val_loss: 0.0608\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60206.0: [[0.71889687]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1233 - val_loss: 0.0407\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60442.0: [[0.775821]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1914 - val_loss: 0.0576\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60506.0: [[0.7608427]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1573 - val_loss: 0.0325\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60628.0: [[0.8235965]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1767 - val_loss: 0.0336\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60871.0: [[0.7561823]]\n",
            "Skipping PERMNO 61049.0 in validation_set.\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1064 - val_loss: 0.0816\n",
            "107/107 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61146.0: [[0.61494076]]\n",
            "47/47 [==============================] - 0s 10ms/step - loss: 0.1084 - val_loss: 0.0525\n",
            "21/21 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61209.0: [[0.7038038]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1408 - val_loss: 0.0392\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61241.0: [[0.7654451]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1679 - val_loss: 0.0448\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61399.0: [[0.794393]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1353 - val_loss: 0.0603\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61516.0: [[0.7765493]]\n",
            "Skipping PERMNO 61532.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2071 - val_loss: 0.0338\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 61621.0: [[0.73571694]]\n",
            "Skipping PERMNO 61671.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1505 - val_loss: 0.0470\n",
            "30/30 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62034.0: [[0.77584845]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1386 - val_loss: 0.0479\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62092.0: [[0.7760644]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1417 - val_loss: 0.0674\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62148.0: [[0.7233732]]\n",
            "Skipping PERMNO 62260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1318 - val_loss: 0.0370\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62308.0: [[0.7329706]]\n",
            "55/55 [==============================] - 1s 11ms/step - loss: 0.1198 - val_loss: 0.0935\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62498.0: [[0.6888906]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1416 - val_loss: 0.0529\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62519.0: [[0.76837754]]\n",
            "32/32 [==============================] - 0s 13ms/step - loss: 0.2131 - val_loss: 0.1000\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 63467.0: [[-0.39097357]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1324 - val_loss: 0.0596\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64186.0: [[0.72083455]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1411 - val_loss: 0.0601\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64311.0: [[0.7255162]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1367 - val_loss: 0.0598\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64390.0: [[0.6755536]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1212 - val_loss: 0.0487\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64936.0: [[0.7488901]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1351 - val_loss: 0.0439\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64995.0: [[0.82959235]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1409 - val_loss: 0.0797\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 65402.0: [[0.69523364]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1188 - val_loss: 0.0534\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 65541.0: [[0.7765027]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1426 - val_loss: 0.0308\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66093.0: [[0.8357126]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1193 - val_loss: 0.0223\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66157.0: [[0.7644388]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1524 - val_loss: 0.0256\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66181.0: [[0.7745972]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1172 - val_loss: 0.0299\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66384.0: [[0.77959955]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1218 - val_loss: 0.0539\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66800.0: [[0.66962624]]\n",
            "52/52 [==============================] - 1s 11ms/step - loss: 0.1198 - val_loss: 0.1434\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 67029.0: [[0.7509198]]\n",
            "Skipping PERMNO 68567.0 in validation_set.\n",
            "56/56 [==============================] - 1s 10ms/step - loss: 0.1652 - val_loss: 0.0709\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 69032.0: [[0.8019942]]\n",
            "Skipping PERMNO 69526.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1435 - val_loss: 0.0560\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 69649.0: [[0.75234175]]\n",
            "48/48 [==============================] - 1s 11ms/step - loss: 0.1821 - val_loss: 0.0458\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 69796.0: [[0.7571863]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1530 - val_loss: 0.0721\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 70519.0: [[0.62922126]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1382 - val_loss: 0.0491\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 70578.0: [[0.7372067]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1295 - val_loss: 0.0407\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 71563.0: [[0.7772659]]\n",
            "52/52 [==============================] - 1s 11ms/step - loss: 0.1419 - val_loss: 0.0524\n",
            "21/21 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 71685.0: [[0.46410114]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1481 - val_loss: 0.0644\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 72726.0: [[0.6661916]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1750 - val_loss: 0.0444\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 73139.0: [[0.76071334]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1377 - val_loss: 0.0587\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75034.0: [[0.69592035]]\n",
            "Skipping PERMNO 75188.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1281 - val_loss: 0.0537\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75241.0: [[0.72155213]]\n",
            "Skipping PERMNO 75294.0 in validation_set.\n",
            "Skipping PERMNO 75333.0 in test_set.\n",
            "Skipping PERMNO 75390.0 in validation_set.\n",
            "Skipping PERMNO 75469.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1926 - val_loss: 0.0512\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75510.0: [[0.74581504]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1439 - val_loss: 0.0977\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75591.0: [[0.6476486]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1906 - val_loss: 0.0658\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 75694.0: [[0.71839756]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1301 - val_loss: 0.0685\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75825.0: [[0.7031604]]\n",
            "Skipping PERMNO 75901.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2085 - val_loss: 0.0307\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75912.0: [[0.7236153]]\n",
            "Skipping PERMNO 75967.0 in validation_set.\n",
            "Skipping PERMNO 76016.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1587 - val_loss: 0.0273\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76076.0: [[0.7940134]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1411 - val_loss: 0.0776\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 76095.0: [[0.721103]]\n",
            "57/57 [==============================] - 1s 11ms/step - loss: 0.1336 - val_loss: 0.1081\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76185.0: [[0.5385604]]\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1542 - val_loss: 0.0642\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76226.0: [[0.7034619]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1392 - val_loss: 0.0791\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76230.0: [[0.7128417]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1348 - val_loss: 0.0410\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76605.0: [[0.8074518]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1360 - val_loss: 0.0496\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76614.0: [[0.5958952]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1885 - val_loss: 0.0429\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76709.0: [[0.7487029]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1511 - val_loss: 0.0299\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76712.0: [[0.77736115]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1800 - val_loss: 0.0475\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76744.0: [[0.7668251]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2002 - val_loss: 0.0330\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76795.0: [[0.82046115]]\n",
            "Skipping PERMNO 76829.0 in validation_set.\n",
            "Skipping PERMNO 76947.0 in validation_set.\n",
            "10/10 [==============================] - 0s 27ms/step - loss: 0.1601 - val_loss: 0.0371\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77037.0: [[0.79463893]]\n",
            "Skipping PERMNO 77118.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1936 - val_loss: 0.0228\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77178.0: [[0.8366754]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1828 - val_loss: 0.0658\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77274.0: [[0.75765204]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1901 - val_loss: 0.0489\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77338.0: [[0.7842709]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.2353 - val_loss: 0.0259\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77357.0: [[0.7474746]]\n",
            "60/60 [==============================] - 1s 11ms/step - loss: 0.1472 - val_loss: 0.0614\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77496.0: [[0.6590148]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1418 - val_loss: 0.0216\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77605.0: [[0.8051054]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1814 - val_loss: 0.0721\n",
            "62/62 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77649.0: [[0.8187549]]\n",
            "57/57 [==============================] - 1s 12ms/step - loss: 0.1215 - val_loss: 0.0633\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77661.0: [[0.6305344]]\n",
            "60/60 [==============================] - 1s 11ms/step - loss: 0.1843 - val_loss: 0.0534\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 77702.0: [[0.7614815]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1321 - val_loss: 0.0303\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77730.0: [[0.70577216]]\n",
            "Skipping PERMNO 78041.0 in validation_set.\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.2151 - val_loss: 0.0218\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 78975.0: [[0.87496763]]\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.2191 - val_loss: 0.0332\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 78987.0: [[0.7470813]]\n",
            "53/53 [==============================] - 1s 11ms/step - loss: 0.1847 - val_loss: 0.0580\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79103.0: [[0.72855425]]\n",
            "Skipping PERMNO 79193.0 in validation_set.\n",
            "53/53 [==============================] - 1s 11ms/step - loss: 0.1343 - val_loss: 0.0399\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79323.0: [[0.6892485]]\n",
            "Skipping PERMNO 79328.0 in test_set.\n",
            "Skipping PERMNO 79354.0 in validation_set.\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1404 - val_loss: 0.0634\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79545.0: [[0.72658753]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1458 - val_loss: 0.0405\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79637.0: [[0.761109]]\n",
            "40/40 [==============================] - 0s 12ms/step - loss: 0.1983 - val_loss: 0.0357\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79698.0: [[0.7463174]]\n",
            "Skipping PERMNO 79764.0 in validation_set.\n",
            "Skipping PERMNO 79772.0 in validation_set.\n",
            "47/47 [==============================] - 1s 12ms/step - loss: 0.1219 - val_loss: 1.6185\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79785.0: [[0.50108945]]\n",
            "49/49 [==============================] - 1s 12ms/step - loss: 0.1985 - val_loss: 0.0342\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79906.0: [[0.8453033]]\n",
            "48/48 [==============================] - 1s 12ms/step - loss: 0.1485 - val_loss: 0.0661\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80080.0: [[0.6739485]]\n",
            "46/46 [==============================] - 1s 12ms/step - loss: 0.1267 - val_loss: 0.0881\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80191.0: [[0.63973826]]\n",
            "46/46 [==============================] - 1s 12ms/step - loss: 0.1476 - val_loss: 0.0365\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80204.0: [[0.83932793]]\n",
            "37/37 [==============================] - 0s 13ms/step - loss: 0.1953 - val_loss: 0.1639\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80286.0: [[0.33625638]]\n",
            "43/43 [==============================] - 1s 12ms/step - loss: 0.1629 - val_loss: 0.0620\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 80320.0: [[0.61579144]]\n",
            "41/41 [==============================] - 1s 12ms/step - loss: 0.1570 - val_loss: 0.0508\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81055.0: [[0.7771784]]\n",
            "41/41 [==============================] - 1s 12ms/step - loss: 0.1390 - val_loss: 0.0690\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81061.0: [[0.666362]]\n",
            "Skipping PERMNO 81285.0 in test_set.\n",
            "Skipping PERMNO 81301.0 in validation_set.\n",
            "39/39 [==============================] - 0s 13ms/step - loss: 0.2296 - val_loss: 0.0465\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 81481.0: [[0.7702957]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1438 - val_loss: 0.0641\n",
            "50/50 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81593.0: [[0.7200865]]\n",
            "Skipping PERMNO 81599.0 in validation_set.\n",
            "37/37 [==============================] - 0s 12ms/step - loss: 0.0924 - val_loss: 0.0638\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81655.0: [[0.691007]]\n",
            "36/36 [==============================] - 0s 13ms/step - loss: 0.1284 - val_loss: 0.0795\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81677.0: [[0.66699725]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.2320 - val_loss: 0.0964\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81736.0: [[0.6612189]]\n",
            "36/36 [==============================] - 0s 13ms/step - loss: 0.1250 - val_loss: 0.0823\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81774.0: [[0.6553938]]\n",
            "Skipping PERMNO 81778.0 in validation_set.\n",
            "59/59 [==============================] - 1s 11ms/step - loss: 0.1529 - val_loss: 0.0666\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82107.0: [[0.3628682]]\n",
            "28/28 [==============================] - 0s 13ms/step - loss: 0.1211 - val_loss: 0.0751\n",
            "6/6 [==============================] - 0s 5ms/step\n",
            "R2 from paper for PERMNO 82242.0: [[0.09833384]]\n",
            "Skipping PERMNO 82259.0 in validation_set.\n",
            "Skipping PERMNO 82469.0 in validation_set.\n",
            "25/25 [==============================] - 0s 14ms/step - loss: 0.1975 - val_loss: 0.0623\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82515.0: [[0.7134229]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.1773 - val_loss: 0.0644\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82581.0: [[0.7193208]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.2405 - val_loss: 0.0321\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 82598.0: [[0.7788]]\n",
            "30/30 [==============================] - 0s 11ms/step - loss: 0.1478 - val_loss: 0.1491\n",
            "50/50 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82621.0: [[0.5796124]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.1629 - val_loss: 0.0613\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82642.0: [[0.6769841]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.1508 - val_loss: 0.0499\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82651.0: [[0.7715131]]\n",
            "Skipping PERMNO 82682.0 in validation_set.\n",
            "32/32 [==============================] - 0s 13ms/step - loss: 0.1419 - val_loss: 0.0456\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82775.0: [[0.72007215]]\n",
            "Skipping PERMNO 82834.0 in validation_set.\n",
            "29/29 [==============================] - 0s 14ms/step - loss: 0.1780 - val_loss: 0.0507\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83143.0: [[0.77555454]]\n",
            "Skipping PERMNO 83341.0 in validation_set.\n",
            "25/25 [==============================] - 0s 14ms/step - loss: 0.1608 - val_loss: 0.0555\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83597.0: [[0.76991343]]\n",
            "27/27 [==============================] - 0s 14ms/step - loss: 0.1189 - val_loss: 0.1527\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83621.0: [[0.326306]]\n",
            "Skipping PERMNO 83669.0 in test_set.\n",
            "Skipping PERMNO 83946.0 in test_set.\n",
            "Skipping PERMNO 84110.0 in test_set.\n",
            "60/60 [==============================] - 1s 11ms/step - loss: 0.3538 - val_loss: 0.0940\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84129.0: [[0.23488778]]\n",
            "Skipping PERMNO 84169.0 in validation_set.\n",
            "25/25 [==============================] - 0s 15ms/step - loss: 0.1666 - val_loss: 0.3293\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84262.0: [[-0.18298042]]\n",
            "24/24 [==============================] - 0s 15ms/step - loss: 0.1563 - val_loss: 0.1105\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84373.0: [[0.3933515]]\n",
            "25/25 [==============================] - 0s 14ms/step - loss: 0.1573 - val_loss: 0.0544\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84381.0: [[0.74018365]]\n",
            "18/18 [==============================] - 0s 17ms/step - loss: 0.1309 - val_loss: 0.0806\n",
            "102/102 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84387.0: [[0.48933303]]\n",
            "Skipping PERMNO 84577.0 in validation_set.\n",
            "21/21 [==============================] - 0s 15ms/step - loss: 0.1249 - val_loss: 0.0843\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84761.0: [[0.48821747]]\n",
            "20/20 [==============================] - 0s 16ms/step - loss: 0.1802 - val_loss: 0.0861\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84769.0: [[0.6701559]]\n",
            "21/21 [==============================] - 0s 16ms/step - loss: 0.2496 - val_loss: 0.0441\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84788.0: [[0.85825646]]\n",
            "21/21 [==============================] - 0s 15ms/step - loss: 0.1502 - val_loss: 0.0780\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85072.0: [[0.6788949]]\n",
            "19/19 [==============================] - 0s 17ms/step - loss: 0.1529 - val_loss: 0.0810\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85257.0: [[0.6343395]]\n",
            "19/19 [==============================] - 0s 16ms/step - loss: 0.1568 - val_loss: 0.0813\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85269.0: [[0.6215762]]\n",
            "18/18 [==============================] - 0s 17ms/step - loss: 0.1665 - val_loss: 0.0531\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85348.0: [[0.7940797]]\n",
            "18/18 [==============================] - 0s 17ms/step - loss: 0.1708 - val_loss: 0.0761\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85459.0: [[0.7435919]]\n",
            "Skipping PERMNO 85610.0 in validation_set.\n",
            "Skipping PERMNO 85620.0 in validation_set.\n",
            "17/17 [==============================] - 0s 18ms/step - loss: 0.1545 - val_loss: 0.0637\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85621.0: [[0.6472717]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2058 - val_loss: 0.0485\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85631.0: [[0.75003403]]\n",
            "17/17 [==============================] - 0s 19ms/step - loss: 0.1583 - val_loss: 0.0595\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85663.0: [[0.679233]]\n",
            "16/16 [==============================] - 0s 19ms/step - loss: 0.2263 - val_loss: 0.0311\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85753.0: [[0.8070167]]\n",
            "15/15 [==============================] - 0s 21ms/step - loss: 0.1704 - val_loss: 0.0508\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85792.0: [[0.67644453]]\n",
            "14/14 [==============================] - 0s 20ms/step - loss: 0.1588 - val_loss: 0.0826\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85913.0: [[0.6467805]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1754 - val_loss: 0.0513\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85914.0: [[0.7437502]]\n",
            "14/14 [==============================] - 0s 20ms/step - loss: 0.1779 - val_loss: 0.0551\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85926.0: [[0.7645181]]\n",
            "13/13 [==============================] - 0s 21ms/step - loss: 0.1578 - val_loss: 0.0430\n",
            "30/30 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86111.0: [[0.794461]]\n",
            "13/13 [==============================] - 0s 21ms/step - loss: 0.1045 - val_loss: 0.0759\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86136.0: [[0.6503688]]\n",
            "13/13 [==============================] - 0s 21ms/step - loss: 0.2443 - val_loss: 0.0647\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86158.0: [[0.799716]]\n",
            "12/12 [==============================] - 0s 23ms/step - loss: 0.1095 - val_loss: 0.0464\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86228.0: [[0.73774016]]\n",
            "10/10 [==============================] - 0s 26ms/step - loss: 0.2261 - val_loss: 0.0813\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86288.0: [[0.7493869]]\n",
            "11/11 [==============================] - 0s 24ms/step - loss: 0.1739 - val_loss: 0.0805\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86356.0: [[0.59142524]]\n",
            "Skipping PERMNO 86401.0 in validation_set.\n",
            "Skipping PERMNO 86460.0 in validation_set.\n",
            "8/8 [==============================] - 0s 30ms/step - loss: 0.1926 - val_loss: 0.0829\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86580.0: [[0.73144674]]\n",
            "7/7 [==============================] - 0s 35ms/step - loss: 0.2607 - val_loss: 0.0347\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86783.0: [[0.90235186]]\n",
            "6/6 [==============================] - 0s 41ms/step - loss: 0.1741 - val_loss: 0.0163\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86868.0: [[0.88801384]]\n",
            "5/5 [==============================] - 0s 53ms/step - loss: 0.2418 - val_loss: 0.0500\n",
            "117/117 [==============================] - 1s 4ms/step\n",
            "R2 from paper for PERMNO 86964.0: [[0.87265396]]\n",
            "Skipping PERMNO 86976.0 in validation_set.\n",
            "5/5 [==============================] - 0s 50ms/step - loss: 0.1784 - val_loss: 0.0452\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86979.0: [[0.7522431]]\n",
            "5/5 [==============================] - 0s 49ms/step - loss: 0.2078 - val_loss: 0.0807\n",
            "70/70 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86996.0: [[0.6330701]]\n",
            "Skipping PERMNO 87030.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1482 - val_loss: 0.0439\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87055.0: [[0.75388527]]\n",
            "4/4 [==============================] - 0s 61ms/step - loss: 0.1956 - val_loss: 0.0527\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87137.0: [[0.72180986]]\n",
            "3/3 [==============================] - 0s 87ms/step - loss: 0.1174 - val_loss: 0.0410\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87267.0: [[0.8097708]]\n",
            "2/2 [==============================] - 0s 170ms/step - loss: 0.1127 - val_loss: 0.0767\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87299.0: [[0.74969983]]\n",
            "2/2 [==============================] - 0s 176ms/step - loss: 0.0997 - val_loss: 0.0617\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87378.0: [[-10.684145]]\n",
            "Skipping PERMNO 87388.0 in validation_set.\n",
            "2/2 [==============================] - 0s 165ms/step - loss: 0.2617 - val_loss: 0.0414\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87432.0: [[0.7421121]]\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.0935 - val_loss: 0.0766\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87445.0: [[0.7648315]]\n",
            "2/2 [==============================] - 0s 163ms/step - loss: 0.1433 - val_loss: 0.0636\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87447.0: [[0.76871234]]\n",
            "59/59 [==============================] - 1s 11ms/step - loss: 0.1946 - val_loss: 0.1057\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87717.0: [[0.66468763]]\n",
            "Skipping PERMNO 88232.0 in validation_set.\n",
            "1/1 [==============================] - 0s 162ms/step - loss: 0.0576 - val_loss: 0.1155\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 88661.0: [[0.6496278]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1792 - val_loss: 0.0417\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 88664.0: [[0.7430912]]\n",
            "Skipping PERMNO 88832.0 in test_set.\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.0275 - val_loss: 0.0305\n",
            "30/30 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 88992.0: [[0.78570837]]\n",
            "Skipping PERMNO 89130.0 in test_set.\n",
            "1/1 [==============================] - 0s 179ms/step - loss: 0.0416 - val_loss: 0.0445\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89195.0: [[0.75677633]]\n",
            "1/1 [==============================] - 0s 174ms/step - loss: 0.1001 - val_loss: 0.0647\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89269.0: [[0.7775067]]\n",
            "Skipping PERMNO 89495.0 in validation_set.\n",
            "1/1 [==============================] - 0s 176ms/step - loss: 0.4270 - val_loss: 0.0592\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89508.0: [[0.76751906]]\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.0325 - val_loss: 0.0459\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89525.0: [[0.77953297]]\n",
            "1/1 [==============================] - 0s 174ms/step - loss: 0.0070 - val_loss: 0.0390\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89626.0: [[0.8010699]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1499 - val_loss: 0.0485\n",
            "117/117 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 91556.0: [[0.72418284]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1708 - val_loss: 0.0434\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 92655.0: [[0.7707694]]\n",
            "Update training, validation, and test sets\n",
            "Skipping PERMNO 10057.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1719 - val_loss: 0.0310\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10104.0: [[0.7924444]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1187 - val_loss: 0.0476\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10107.0: [[0.7108537]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1880 - val_loss: 0.0864\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10138.0: [[0.79381144]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1573 - val_loss: 0.0637\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10145.0: [[0.73804426]]\n",
            "Skipping PERMNO 10401.0 in validation_set.\n",
            "Skipping PERMNO 10455.0 in validation_set.\n",
            "Skipping PERMNO 10460.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1074 - val_loss: 0.0953\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10516.0: [[0.63309705]]\n",
            "Skipping PERMNO 10725.0 in validation_set.\n",
            "Skipping PERMNO 10906.0 in validation_set.\n",
            "Skipping PERMNO 11170.0 in validation_set.\n",
            "Skipping PERMNO 11260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1246 - val_loss: 0.0526\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11308.0: [[0.72444415]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1157 - val_loss: 0.0440\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11404.0: [[0.7960212]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1534 - val_loss: 0.0544\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11600.0: [[0.7962367]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1882 - val_loss: 0.0728\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11618.0: [[0.76554775]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1144 - val_loss: 0.0712\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11674.0: [[0.7000115]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1378 - val_loss: 0.0590\n",
            "62/62 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11703.0: [[0.75483966]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1396 - val_loss: 0.0806\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11762.0: [[0.70021147]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1251 - val_loss: 0.0387\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11850.0: [[0.79461366]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1660 - val_loss: 0.0626\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11891.0: [[0.82927895]]\n",
            "62/62 [==============================] - 1s 10ms/step - loss: 0.1311 - val_loss: 0.0540\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11955.0: [[0.6683197]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1348 - val_loss: 0.0571\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12052.0: [[0.7429315]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1066 - val_loss: 0.0398\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12060.0: [[0.74121976]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1097 - val_loss: 0.0415\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12062.0: [[0.771754]]\n",
            "Skipping PERMNO 12079.0 in test_set.\n",
            "Skipping PERMNO 12320.0 in validation_set.\n",
            "Skipping PERMNO 12431.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1244 - val_loss: 0.0315\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12490.0: [[0.7768349]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1118 - val_loss: 0.0664\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13688.0: [[0.71182024]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1375 - val_loss: 0.0440\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13856.0: [[0.78755367]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1186 - val_loss: 0.0474\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13901.0: [[0.72247446]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1413 - val_loss: 0.0459\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13928.0: [[0.7864578]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1540 - val_loss: 0.1860\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14008.0: [[0.5885505]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1570 - val_loss: 0.0383\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14593.0: [[0.82705975]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1854 - val_loss: 0.0357\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14702.0: [[0.81412095]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1308 - val_loss: 0.1236\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15069.0: [[0.6897863]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1297 - val_loss: 0.0828\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15202.0: [[0.7254044]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1653 - val_loss: 0.0439\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15579.0: [[0.6953914]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1014 - val_loss: 0.0775\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15720.0: [[0.7044323]]\n",
            "Skipping PERMNO 16424.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1470 - val_loss: 0.0389\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 16600.0: [[0.7947954]]\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1292 - val_loss: 0.0221\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 16678.0: [[0.7860911]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1583 - val_loss: 0.0344\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17005.0: [[0.80033743]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1235 - val_loss: 0.0436\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17144.0: [[0.7358707]]\n",
            "Skipping PERMNO 17278.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1452 - val_loss: 0.0537\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17750.0: [[0.7741681]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1271 - val_loss: 0.0372\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18163.0: [[0.7343597]]\n",
            "Skipping PERMNO 18374.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1047 - val_loss: 0.0475\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18411.0: [[0.75467277]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1323 - val_loss: 0.0693\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18542.0: [[0.72295606]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1245 - val_loss: 0.0559\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18729.0: [[0.7739744]]\n",
            "Skipping PERMNO 18948.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1320 - val_loss: 0.0945\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19166.0: [[0.720734]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1443 - val_loss: 0.0758\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19350.0: [[0.76303464]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1211 - val_loss: 0.0383\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19393.0: [[0.7233963]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1286 - val_loss: 0.0562\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19561.0: [[0.7561411]]\n",
            "Skipping PERMNO 19596.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1402 - val_loss: 0.0416\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20482.0: [[0.78726023]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1192 - val_loss: 0.0594\n",
            "62/62 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20626.0: [[0.7409339]]\n",
            "Skipping PERMNO 20917.0 in validation_set.\n",
            "Skipping PERMNO 21004.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1429 - val_loss: 0.0407\n",
            "86/86 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21020.0: [[0.7494229]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1229 - val_loss: 0.0456\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21178.0: [[0.77548766]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1531 - val_loss: 0.0825\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21207.0: [[0.73182595]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1644 - val_loss: 0.0662\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21371.0: [[0.73316]]\n",
            "Skipping PERMNO 21514.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1358 - val_loss: 0.0725\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21573.0: [[0.6694753]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1092 - val_loss: 0.0285\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21792.0: [[0.67911285]]\n",
            "62/62 [==============================] - 1s 10ms/step - loss: 0.1284 - val_loss: 0.0284\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21936.0: [[0.748109]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1291 - val_loss: 0.0641\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22103.0: [[0.76472294]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1317 - val_loss: 0.0265\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22111.0: [[0.8093974]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1408 - val_loss: 0.0174\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22293.0: [[0.85644877]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1307 - val_loss: 0.0719\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22509.0: [[0.779921]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1061 - val_loss: 0.0686\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22517.0: [[0.7598933]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1240 - val_loss: 0.0615\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22592.0: [[0.70367587]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1168 - val_loss: 0.0525\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22752.0: [[0.7470401]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1377 - val_loss: 0.0172\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22779.0: [[0.8029838]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1127 - val_loss: 0.0610\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23026.0: [[0.5485971]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1247 - val_loss: 0.0354\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23229.0: [[0.71994793]]\n",
            "Skipping PERMNO 23309.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1390 - val_loss: 0.0441\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23393.0: [[0.8068357]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1583 - val_loss: 0.0987\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23473.0: [[0.7475351]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1127 - val_loss: 0.1272\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23536.0: [[0.73240536]]\n",
            "Skipping PERMNO 23544.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1392 - val_loss: 0.0612\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23579.0: [[0.7509682]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1800 - val_loss: 0.0534\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23660.0: [[0.75686437]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1112 - val_loss: 0.0718\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23712.0: [[0.74319637]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1729 - val_loss: 0.0406\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23819.0: [[0.83007544]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1065 - val_loss: 0.0383\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24010.0: [[0.8046147]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1116 - val_loss: 0.0612\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24109.0: [[0.71984124]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1160 - val_loss: 0.0680\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24221.0: [[0.7929176]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1320 - val_loss: 0.0766\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24328.0: [[0.73979837]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1371 - val_loss: 0.0518\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24643.0: [[0.83287656]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1409 - val_loss: 0.0509\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24766.0: [[0.79204994]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1164 - val_loss: 0.0756\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24985.0: [[0.7055038]]\n",
            "Skipping PERMNO 25022.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1315 - val_loss: 0.0854\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25081.0: [[0.7433615]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1470 - val_loss: 0.0652\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25232.0: [[0.7249345]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1465 - val_loss: 0.0522\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25320.0: [[0.7421332]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1420 - val_loss: 0.0948\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25419.0: [[0.7020836]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1348 - val_loss: 0.0389\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25785.0: [[0.7990865]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1432 - val_loss: 0.0679\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25953.0: [[0.7381581]]\n",
            "Skipping PERMNO 26112.0 in validation_set.\n",
            "Skipping PERMNO 26331.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1272 - val_loss: 0.0338\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26403.0: [[0.7929131]]\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.1357 - val_loss: 0.0472\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26607.0: [[0.6661125]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1186 - val_loss: 0.0878\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26710.0: [[0.72570205]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1341 - val_loss: 0.0509\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26825.0: [[0.736709]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1435 - val_loss: 0.0341\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27887.0: [[0.83608323]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1176 - val_loss: 0.0451\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27959.0: [[0.7289438]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1262 - val_loss: 0.0613\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27991.0: [[0.7263746]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1464 - val_loss: 0.0786\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 28222.0: [[0.7377832]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1362 - val_loss: 0.0792\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 28804.0: [[0.7137439]]\n",
            "Skipping PERMNO 30382.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1527 - val_loss: 0.0638\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 30681.0: [[0.7337361]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1434 - val_loss: 0.0450\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 32870.0: [[0.76024055]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1394 - val_loss: 0.0642\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 32986.0: [[0.6706638]]\n",
            "Skipping PERMNO 33312.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1471 - val_loss: 0.0346\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34032.0: [[0.76301336]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1447 - val_loss: 0.0614\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34746.0: [[0.72530085]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1657 - val_loss: 0.0881\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34817.0: [[0.8167334]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1043 - val_loss: 0.0844\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34833.0: [[0.68485326]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1252 - val_loss: 0.0892\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 35051.0: [[0.6503135]]\n",
            "50/50 [==============================] - 1s 12ms/step - loss: 0.1105 - val_loss: 0.0996\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 35554.0: [[0.70567]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1332 - val_loss: 0.0607\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 36003.0: [[0.7373415]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1387 - val_loss: 0.0555\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 36468.0: [[0.7646581]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1668 - val_loss: 0.0570\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 37584.0: [[0.79189134]]\n",
            "58/58 [==============================] - 1s 11ms/step - loss: 0.1383 - val_loss: 0.0482\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38093.0: [[0.7126554]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1451 - val_loss: 0.0475\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38156.0: [[0.75979227]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1293 - val_loss: 0.0708\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38703.0: [[0.77173704]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1252 - val_loss: 0.0372\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38762.0: [[0.71820915]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1552 - val_loss: 0.0542\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39490.0: [[0.76198995]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1556 - val_loss: 0.0486\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39642.0: [[0.7985788]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1653 - val_loss: 0.0893\n",
            "7/7 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39917.0: [[0.7583479]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1291 - val_loss: 0.0457\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 40272.0: [[0.8158952]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1269 - val_loss: 0.0395\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 40539.0: [[0.7606507]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1565 - val_loss: 0.0761\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 41080.0: [[0.76978695]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1417 - val_loss: 0.0808\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 41355.0: [[0.72305715]]\n",
            "Skipping PERMNO 41444.0 in validation_set.\n",
            "Skipping PERMNO 42112.0 in validation_set.\n",
            "Skipping PERMNO 42307.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1510 - val_loss: 0.0673\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42534.0: [[0.7594623]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1483 - val_loss: 0.0731\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42585.0: [[0.7377204]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1280 - val_loss: 0.0691\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42877.0: [[0.63839245]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1424 - val_loss: 0.0395\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42906.0: [[0.785236]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1233 - val_loss: 0.1137\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43123.0: [[0.683948]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1395 - val_loss: 0.0831\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43350.0: [[0.7210685]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1285 - val_loss: 0.0618\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43449.0: [[0.72236705]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1425 - val_loss: 0.0635\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43553.0: [[0.734754]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1473 - val_loss: 0.0557\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 44329.0: [[0.77137655]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1550 - val_loss: 0.0582\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 44601.0: [[0.7730496]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1550 - val_loss: 0.0449\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 44644.0: [[0.6197534]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1193 - val_loss: 0.0762\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 45751.0: [[0.70508146]]\n",
            "Skipping PERMNO 45903.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1225 - val_loss: 0.1938\n",
            "30/30 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46181.0: [[0.75553]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1312 - val_loss: 0.0340\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46578.0: [[0.75991046]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1419 - val_loss: 0.0696\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46674.0: [[0.71528304]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2249 - val_loss: 0.0330\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46886.0: [[0.87639475]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1320 - val_loss: 0.0756\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 47896.0: [[0.73369265]]\n",
            "23/23 [==============================] - 0s 14ms/step - loss: 0.1665 - val_loss: 0.0929\n",
            "24/24 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48020.0: [[0.33269602]]\n",
            "Skipping PERMNO 48071.0 in validation_set.\n",
            "Skipping PERMNO 48282.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2346 - val_loss: 0.1229\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48486.0: [[0.54545903]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1230 - val_loss: 0.1279\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48653.0: [[0.6312622]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1455 - val_loss: 0.0783\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48725.0: [[0.7286397]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1455 - val_loss: 0.0888\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 49656.0: [[0.75906616]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1440 - val_loss: 0.0333\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 49680.0: [[0.8257406]]\n",
            "Skipping PERMNO 50024.0 in validation_set.\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1471 - val_loss: 0.0706\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 50286.0: [[0.68594325]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1416 - val_loss: 0.0632\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 50876.0: [[0.70493996]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1812 - val_loss: 0.0127\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 51369.0: [[0.83588624]]\n",
            "Skipping PERMNO 51596.0 in test_set.\n",
            "Skipping PERMNO 51610.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1433 - val_loss: 0.0440\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52038.0: [[0.71214736]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1434 - val_loss: 0.0534\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52090.0: [[0.7044512]]\n",
            "58/58 [==============================] - 1s 10ms/step - loss: 0.1633 - val_loss: 0.0329\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52230.0: [[0.81875074]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1294 - val_loss: 0.1171\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52329.0: [[0.70445967]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1556 - val_loss: 0.0584\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52476.0: [[0.7327976]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1266 - val_loss: 0.1115\n",
            "30/30 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52484.0: [[0.74798685]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1463 - val_loss: 0.0415\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52695.0: [[0.77956986]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1368 - val_loss: 0.0625\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52708.0: [[0.7134015]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1521 - val_loss: 0.0546\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52978.0: [[0.66918814]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1539 - val_loss: 0.0250\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 53065.0: [[0.8885295]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1895 - val_loss: 0.0073\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 53613.0: [[0.8718276]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1462 - val_loss: 0.0642\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 54148.0: [[0.6734389]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1230 - val_loss: 0.0298\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 55976.0: [[0.80198425]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1264 - val_loss: 0.0318\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 56274.0: [[0.78722167]]\n",
            "Skipping PERMNO 56354.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1447 - val_loss: 0.0614\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 56573.0: [[0.8054247]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1457 - val_loss: 0.0614\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 57665.0: [[0.7073895]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.3424 - val_loss: 0.2228\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 57809.0: [[0.5016105]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1651 - val_loss: 0.0747\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 57904.0: [[0.8000995]]\n",
            "Skipping PERMNO 58077.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1494 - val_loss: 0.1030\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58246.0: [[0.7502004]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1474 - val_loss: 0.0240\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58683.0: [[0.71752256]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1279 - val_loss: 0.0689\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58819.0: [[0.68070257]]\n",
            "Skipping PERMNO 58827.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1235 - val_loss: 0.0973\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59176.0: [[0.6680803]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1245 - val_loss: 0.0746\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59192.0: [[0.78441185]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1703 - val_loss: 0.0611\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59248.0: [[0.7600448]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1376 - val_loss: 0.0244\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59328.0: [[0.75337154]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1288 - val_loss: 0.0595\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59408.0: [[0.80883694]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1376 - val_loss: 0.0820\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59459.0: [[0.7760373]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1472 - val_loss: 0.0453\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60097.0: [[0.8273655]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1299 - val_loss: 0.0854\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60206.0: [[0.71791446]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1324 - val_loss: 0.1178\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60442.0: [[0.7424136]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1863 - val_loss: 0.1064\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60506.0: [[0.71535194]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1538 - val_loss: 0.0652\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60628.0: [[0.738333]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1830 - val_loss: 0.0598\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60871.0: [[0.6837895]]\n",
            "Skipping PERMNO 61049.0 in validation_set.\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1017 - val_loss: 0.0538\n",
            "100/100 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61146.0: [[0.6185801]]\n",
            "47/47 [==============================] - 0s 10ms/step - loss: 0.1162 - val_loss: 0.0735\n",
            "20/20 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61209.0: [[0.702881]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1467 - val_loss: 0.0366\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61241.0: [[0.7405311]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1735 - val_loss: 0.0339\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61399.0: [[0.8309203]]\n",
            "61/61 [==============================] - 1s 10ms/step - loss: 0.1345 - val_loss: 0.0608\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61516.0: [[0.7924241]]\n",
            "Skipping PERMNO 61532.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1828 - val_loss: 0.0256\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61621.0: [[0.8790051]]\n",
            "Skipping PERMNO 61671.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1517 - val_loss: 0.0630\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62034.0: [[0.7530102]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1360 - val_loss: 0.0613\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62092.0: [[0.7509116]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1445 - val_loss: 0.0639\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62148.0: [[0.8119619]]\n",
            "Skipping PERMNO 62260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1304 - val_loss: 0.0954\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62308.0: [[0.68906546]]\n",
            "55/55 [==============================] - 1s 11ms/step - loss: 0.1230 - val_loss: 0.0811\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62498.0: [[0.7254453]]\n",
            "Skipping PERMNO 62519.0 in test_set.\n",
            "32/32 [==============================] - 0s 14ms/step - loss: 0.2267 - val_loss: 0.1508\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 63467.0: [[-0.6457778]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1277 - val_loss: 0.0842\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64186.0: [[0.72202224]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1452 - val_loss: 0.0682\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64311.0: [[0.78862464]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1302 - val_loss: 0.0495\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64390.0: [[0.73252094]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1174 - val_loss: 0.0697\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64936.0: [[0.72401106]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1326 - val_loss: 0.0522\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64995.0: [[0.81454396]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1328 - val_loss: 0.0893\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 65402.0: [[0.7278938]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1204 - val_loss: 0.0605\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 65541.0: [[0.77927184]]\n",
            "64/64 [==============================] - 1s 12ms/step - loss: 0.1440 - val_loss: 0.0391\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66093.0: [[0.8078321]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1300 - val_loss: 0.0691\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66157.0: [[0.75761765]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1465 - val_loss: 0.0292\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66181.0: [[0.7961368]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1159 - val_loss: 0.0434\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66384.0: [[0.68498814]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1118 - val_loss: 0.0656\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66800.0: [[0.69317836]]\n",
            "52/52 [==============================] - 1s 11ms/step - loss: 0.1246 - val_loss: 0.0902\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 67029.0: [[0.31339657]]\n",
            "Skipping PERMNO 68567.0 in validation_set.\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1487 - val_loss: 0.0470\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 69032.0: [[0.86569464]]\n",
            "Skipping PERMNO 69526.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1362 - val_loss: 0.0656\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 69649.0: [[0.7343986]]\n",
            "48/48 [==============================] - 1s 11ms/step - loss: 0.1747 - val_loss: 0.0263\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 69796.0: [[0.7606627]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1475 - val_loss: 0.0764\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 70519.0: [[0.6448947]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1314 - val_loss: 0.0609\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 70578.0: [[0.72678256]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1267 - val_loss: 0.0772\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 71563.0: [[0.7245953]]\n",
            "52/52 [==============================] - 1s 12ms/step - loss: 0.1423 - val_loss: 0.0353\n",
            "13/13 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 71685.0: [[-1.3310359]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1422 - val_loss: 0.1333\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 72726.0: [[0.68657064]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1749 - val_loss: 0.0448\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 73139.0: [[0.8154241]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1393 - val_loss: 0.0875\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75034.0: [[0.6758299]]\n",
            "Skipping PERMNO 75188.0 in test_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1150 - val_loss: 0.0844\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75241.0: [[0.7464318]]\n",
            "Skipping PERMNO 75294.0 in validation_set.\n",
            "Skipping PERMNO 75333.0 in validation_set.\n",
            "Skipping PERMNO 75390.0 in validation_set.\n",
            "Skipping PERMNO 75469.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2058 - val_loss: 0.0374\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75510.0: [[0.82224596]]\n",
            "61/61 [==============================] - 1s 10ms/step - loss: 0.1425 - val_loss: 0.0651\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75591.0: [[0.7189138]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.2019 - val_loss: 0.0394\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75694.0: [[0.83291227]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1344 - val_loss: 0.0676\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75825.0: [[0.7482399]]\n",
            "Skipping PERMNO 75901.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2043 - val_loss: 0.0189\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75912.0: [[0.8127288]]\n",
            "Skipping PERMNO 75967.0 in validation_set.\n",
            "Skipping PERMNO 76016.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1598 - val_loss: 0.0422\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76076.0: [[0.7293856]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1369 - val_loss: 0.0882\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76095.0: [[0.6722657]]\n",
            "57/57 [==============================] - 1s 11ms/step - loss: 0.1378 - val_loss: 0.0508\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76185.0: [[0.63365215]]\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1580 - val_loss: 0.0381\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76226.0: [[0.7133287]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1410 - val_loss: 0.0711\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76230.0: [[0.73525643]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1469 - val_loss: 0.0402\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76605.0: [[0.80816495]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1372 - val_loss: 0.0473\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76614.0: [[0.62582517]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1888 - val_loss: 0.0603\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76709.0: [[0.79781497]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1689 - val_loss: 0.0432\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76712.0: [[0.71211255]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1894 - val_loss: 0.0382\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76744.0: [[0.808154]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1902 - val_loss: 0.0547\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76795.0: [[0.7514023]]\n",
            "Skipping PERMNO 76829.0 in validation_set.\n",
            "Skipping PERMNO 76947.0 in validation_set.\n",
            "10/10 [==============================] - 0s 27ms/step - loss: 0.1894 - val_loss: 0.0826\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77037.0: [[0.5871347]]\n",
            "Skipping PERMNO 77118.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1966 - val_loss: 0.0493\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77178.0: [[0.76318413]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1855 - val_loss: 0.0415\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77274.0: [[0.81290793]]\n",
            "62/62 [==============================] - 1s 10ms/step - loss: 0.1798 - val_loss: 0.1199\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77338.0: [[0.65365374]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.2397 - val_loss: 0.0410\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77357.0: [[0.7152403]]\n",
            "60/60 [==============================] - 1s 10ms/step - loss: 0.1572 - val_loss: 0.0972\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77496.0: [[0.69101226]]\n",
            "61/61 [==============================] - 1s 10ms/step - loss: 0.1462 - val_loss: 0.0308\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77605.0: [[0.74016345]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1600 - val_loss: 0.0379\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77649.0: [[0.7977925]]\n",
            "57/57 [==============================] - 1s 12ms/step - loss: 0.1204 - val_loss: 0.0934\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77661.0: [[0.4654172]]\n",
            "60/60 [==============================] - 1s 11ms/step - loss: 0.1859 - val_loss: 0.0332\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77702.0: [[0.78084177]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1256 - val_loss: 0.0363\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 77730.0: [[0.6798379]]\n",
            "Skipping PERMNO 78041.0 in validation_set.\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.1942 - val_loss: 0.0613\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 78975.0: [[0.81077766]]\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.2325 - val_loss: 0.0552\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 78987.0: [[0.6983514]]\n",
            "53/53 [==============================] - 1s 11ms/step - loss: 0.1778 - val_loss: 0.0507\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79103.0: [[0.7168025]]\n",
            "Skipping PERMNO 79193.0 in validation_set.\n",
            "53/53 [==============================] - 1s 12ms/step - loss: 0.1324 - val_loss: 0.0771\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79323.0: [[0.70818245]]\n",
            "Skipping PERMNO 79328.0 in test_set.\n",
            "Skipping PERMNO 79354.0 in validation_set.\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1415 - val_loss: 0.0735\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79545.0: [[0.75654376]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1353 - val_loss: 0.0691\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79637.0: [[0.7828876]]\n",
            "40/40 [==============================] - 0s 12ms/step - loss: 0.2034 - val_loss: 0.0257\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79698.0: [[0.7981334]]\n",
            "Skipping PERMNO 79764.0 in validation_set.\n",
            "Skipping PERMNO 79772.0 in validation_set.\n",
            "47/47 [==============================] - 1s 11ms/step - loss: 0.1296 - val_loss: 0.4361\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79785.0: [[0.38601023]]\n",
            "49/49 [==============================] - 1s 11ms/step - loss: 0.1954 - val_loss: 0.0651\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 79906.0: [[0.82420087]]\n",
            "48/48 [==============================] - 1s 11ms/step - loss: 0.1386 - val_loss: 0.0607\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80080.0: [[0.78119063]]\n",
            "46/46 [==============================] - 1s 11ms/step - loss: 0.1344 - val_loss: 0.1056\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80191.0: [[0.6470213]]\n",
            "46/46 [==============================] - 1s 11ms/step - loss: 0.1358 - val_loss: 0.0467\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80204.0: [[0.7683517]]\n",
            "37/37 [==============================] - 0s 12ms/step - loss: 0.2074 - val_loss: 0.2331\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80286.0: [[0.26497644]]\n",
            "43/43 [==============================] - 1s 12ms/step - loss: 0.1591 - val_loss: 0.0826\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 80320.0: [[0.63179904]]\n",
            "41/41 [==============================] - 0s 12ms/step - loss: 0.1731 - val_loss: 0.1204\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81055.0: [[0.6833633]]\n",
            "41/41 [==============================] - 1s 12ms/step - loss: 0.1290 - val_loss: 0.0665\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81061.0: [[0.77356446]]\n",
            "Skipping PERMNO 81285.0 in test_set.\n",
            "Skipping PERMNO 81301.0 in validation_set.\n",
            "39/39 [==============================] - 0s 12ms/step - loss: 0.2206 - val_loss: 0.0665\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81481.0: [[0.7315905]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1371 - val_loss: 0.0588\n",
            "50/50 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81593.0: [[0.73253286]]\n",
            "Skipping PERMNO 81599.0 in validation_set.\n",
            "37/37 [==============================] - 0s 12ms/step - loss: 0.1070 - val_loss: 0.0831\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81655.0: [[0.6847677]]\n",
            "36/36 [==============================] - 0s 12ms/step - loss: 0.1300 - val_loss: 0.1150\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81677.0: [[0.6840757]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.2080 - val_loss: 0.0740\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81736.0: [[0.5287553]]\n",
            "36/36 [==============================] - 0s 12ms/step - loss: 0.1223 - val_loss: 0.1153\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 81774.0: [[0.66716915]]\n",
            "Skipping PERMNO 81778.0 in validation_set.\n",
            "59/59 [==============================] - 1s 10ms/step - loss: 0.1353 - val_loss: 0.1804\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82107.0: [[0.7999947]]\n",
            "Skipping PERMNO 82242.0 in test_set.\n",
            "Skipping PERMNO 82259.0 in validation_set.\n",
            "Skipping PERMNO 82469.0 in validation_set.\n",
            "25/25 [==============================] - 0s 14ms/step - loss: 0.2015 - val_loss: 0.1043\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82515.0: [[0.56700706]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.1697 - val_loss: 0.0511\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82581.0: [[0.78538233]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.2518 - val_loss: 0.0731\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82598.0: [[0.7726909]]\n",
            "Skipping PERMNO 82621.0 in validation_set.\n",
            "33/33 [==============================] - 0s 14ms/step - loss: 0.1476 - val_loss: 0.0792\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82642.0: [[0.6803607]]\n",
            "33/33 [==============================] - 0s 13ms/step - loss: 0.1646 - val_loss: 0.0687\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82651.0: [[0.728943]]\n",
            "Skipping PERMNO 82682.0 in validation_set.\n",
            "32/32 [==============================] - 0s 13ms/step - loss: 0.1467 - val_loss: 0.0804\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 82775.0: [[0.7333734]]\n",
            "Skipping PERMNO 82834.0 in validation_set.\n",
            "29/29 [==============================] - 0s 14ms/step - loss: 0.1879 - val_loss: 0.0527\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83143.0: [[0.7504772]]\n",
            "Skipping PERMNO 83341.0 in validation_set.\n",
            "25/25 [==============================] - 0s 15ms/step - loss: 0.1672 - val_loss: 0.0864\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83597.0: [[0.7027707]]\n",
            "27/27 [==============================] - 0s 14ms/step - loss: 0.1202 - val_loss: 0.1554\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 83621.0: [[0.29753155]]\n",
            "Skipping PERMNO 83669.0 in test_set.\n",
            "Skipping PERMNO 83946.0 in test_set.\n",
            "Skipping PERMNO 84110.0 in test_set.\n",
            "60/60 [==============================] - 1s 10ms/step - loss: 0.3125 - val_loss: 0.2520\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84129.0: [[-0.47209334]]\n",
            "Skipping PERMNO 84169.0 in validation_set.\n",
            "25/25 [==============================] - 0s 14ms/step - loss: 0.1654 - val_loss: 0.2750\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84262.0: [[0.01353711]]\n",
            "24/24 [==============================] - 0s 14ms/step - loss: 0.1488 - val_loss: 0.0963\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84373.0: [[0.50502753]]\n",
            "25/25 [==============================] - 0s 14ms/step - loss: 0.1616 - val_loss: 0.0798\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84381.0: [[0.7799455]]\n",
            "18/18 [==============================] - 0s 16ms/step - loss: 0.1355 - val_loss: 0.0860\n",
            "96/96 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84387.0: [[0.5021062]]\n",
            "Skipping PERMNO 84577.0 in validation_set.\n",
            "21/21 [==============================] - 0s 15ms/step - loss: 0.1127 - val_loss: 0.0905\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84761.0: [[0.39345574]]\n",
            "20/20 [==============================] - 0s 16ms/step - loss: 0.1872 - val_loss: 0.0779\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84769.0: [[0.76977193]]\n",
            "21/21 [==============================] - 0s 16ms/step - loss: 0.2157 - val_loss: 0.0595\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 84788.0: [[0.86828566]]\n",
            "21/21 [==============================] - 0s 16ms/step - loss: 0.1574 - val_loss: 0.1254\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85072.0: [[0.6408097]]\n",
            "19/19 [==============================] - 0s 17ms/step - loss: 0.1422 - val_loss: 0.0866\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85257.0: [[0.6862619]]\n",
            "19/19 [==============================] - 0s 17ms/step - loss: 0.1588 - val_loss: 0.1008\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85269.0: [[0.62447965]]\n",
            "18/18 [==============================] - 0s 18ms/step - loss: 0.1891 - val_loss: 0.0639\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85348.0: [[0.8062085]]\n",
            "18/18 [==============================] - 0s 18ms/step - loss: 0.1926 - val_loss: 0.1174\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85459.0: [[0.63797903]]\n",
            "Skipping PERMNO 85610.0 in validation_set.\n",
            "Skipping PERMNO 85620.0 in validation_set.\n",
            "17/17 [==============================] - 0s 18ms/step - loss: 0.1580 - val_loss: 0.0672\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85621.0: [[0.6046572]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1991 - val_loss: 0.0514\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85631.0: [[0.80549634]]\n",
            "17/17 [==============================] - 0s 17ms/step - loss: 0.1544 - val_loss: 0.0722\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85663.0: [[0.682949]]\n",
            "16/16 [==============================] - 0s 18ms/step - loss: 0.2068 - val_loss: 0.0824\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85753.0: [[0.76068294]]\n",
            "15/15 [==============================] - 0s 19ms/step - loss: 0.1602 - val_loss: 0.0570\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85792.0: [[0.69135725]]\n",
            "14/14 [==============================] - 0s 19ms/step - loss: 0.1629 - val_loss: 0.0936\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85913.0: [[0.6364761]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1630 - val_loss: 0.0587\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85914.0: [[0.7637472]]\n",
            "14/14 [==============================] - 0s 19ms/step - loss: 0.2059 - val_loss: 0.0589\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 85926.0: [[0.7605214]]\n",
            "13/13 [==============================] - 0s 20ms/step - loss: 0.1731 - val_loss: 0.0742\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86111.0: [[0.77619386]]\n",
            "13/13 [==============================] - 0s 20ms/step - loss: 0.1338 - val_loss: 0.1100\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86136.0: [[0.62185967]]\n",
            "13/13 [==============================] - 0s 20ms/step - loss: 0.2468 - val_loss: 0.0501\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86158.0: [[0.8333416]]\n",
            "12/12 [==============================] - 0s 21ms/step - loss: 0.1302 - val_loss: 0.0613\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86228.0: [[0.7116226]]\n",
            "10/10 [==============================] - 0s 26ms/step - loss: 0.2476 - val_loss: 0.1465\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86288.0: [[0.6597717]]\n",
            "11/11 [==============================] - 0s 25ms/step - loss: 0.1410 - val_loss: 0.0403\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86356.0: [[0.7673375]]\n",
            "Skipping PERMNO 86401.0 in validation_set.\n",
            "Skipping PERMNO 86460.0 in validation_set.\n",
            "8/8 [==============================] - 0s 31ms/step - loss: 0.1838 - val_loss: 0.0707\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86580.0: [[0.70219433]]\n",
            "7/7 [==============================] - 0s 36ms/step - loss: 0.2943 - val_loss: 0.0673\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86783.0: [[0.8249799]]\n",
            "6/6 [==============================] - 0s 41ms/step - loss: 0.1736 - val_loss: 0.0672\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86868.0: [[0.8429051]]\n",
            "5/5 [==============================] - 0s 46ms/step - loss: 0.2153 - val_loss: 0.0584\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86964.0: [[0.8475445]]\n",
            "Skipping PERMNO 86976.0 in validation_set.\n",
            "5/5 [==============================] - 0s 47ms/step - loss: 0.1578 - val_loss: 0.0381\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86979.0: [[0.79956335]]\n",
            "5/5 [==============================] - 0s 45ms/step - loss: 0.1797 - val_loss: 0.0816\n",
            "62/62 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 86996.0: [[0.6782762]]\n",
            "Skipping PERMNO 87030.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1442 - val_loss: 0.0942\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87055.0: [[0.74909854]]\n",
            "4/4 [==============================] - 0s 59ms/step - loss: 0.1676 - val_loss: 0.0637\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87137.0: [[0.71592784]]\n",
            "3/3 [==============================] - 0s 83ms/step - loss: 0.0957 - val_loss: 0.0530\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87267.0: [[0.77208567]]\n",
            "2/2 [==============================] - 0s 165ms/step - loss: 0.1722 - val_loss: 0.0902\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87299.0: [[0.7206993]]\n",
            "Skipping PERMNO 87378.0 in test_set.\n",
            "Skipping PERMNO 87388.0 in validation_set.\n",
            "2/2 [==============================] - 0s 163ms/step - loss: 0.3071 - val_loss: 0.0516\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87432.0: [[0.71688193]]\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.1287 - val_loss: 0.0988\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87445.0: [[0.7372339]]\n",
            "2/2 [==============================] - 0s 168ms/step - loss: 0.2712 - val_loss: 0.0630\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87447.0: [[0.74325883]]\n",
            "59/59 [==============================] - 1s 10ms/step - loss: 0.1872 - val_loss: 0.1177\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 87717.0: [[0.5523778]]\n",
            "Skipping PERMNO 88232.0 in validation_set.\n",
            "1/1 [==============================] - 0s 164ms/step - loss: 0.1104 - val_loss: 0.0994\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 88661.0: [[0.66363746]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1836 - val_loss: 0.0353\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 88664.0: [[0.79994833]]\n",
            "Skipping PERMNO 88832.0 in validation_set.\n",
            "1/1 [==============================] - 0s 165ms/step - loss: 0.0262 - val_loss: 0.0269\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 88992.0: [[0.17974514]]\n",
            "Skipping PERMNO 89130.0 in validation_set.\n",
            "1/1 [==============================] - 0s 179ms/step - loss: 0.0891 - val_loss: 0.0823\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89195.0: [[0.75934947]]\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.1048 - val_loss: 0.0477\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89269.0: [[0.7297268]]\n",
            "Skipping PERMNO 89495.0 in validation_set.\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.3901 - val_loss: 0.0717\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89508.0: [[0.64580506]]\n",
            "1/1 [==============================] - 0s 166ms/step - loss: 0.0325 - val_loss: 0.0782\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89525.0: [[0.5640607]]\n",
            "1/1 [==============================] - 0s 165ms/step - loss: 0.0035 - val_loss: 0.1014\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 89626.0: [[0.43524736]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1495 - val_loss: 0.0710\n",
            "109/109 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 91556.0: [[0.70686936]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1722 - val_loss: 0.0513\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 92655.0: [[0.78001606]]\n",
            "Update training, validation, and test sets\n",
            "Skipping PERMNO 10057.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1766 - val_loss: 0.0380\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10104.0: [[0.8320812]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1185 - val_loss: 0.0496\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10107.0: [[0.7033995]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1764 - val_loss: 0.1136\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10138.0: [[0.8053526]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1461 - val_loss: 0.0619\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10145.0: [[0.76352274]]\n",
            "Skipping PERMNO 10401.0 in validation_set.\n",
            "Skipping PERMNO 10455.0 in validation_set.\n",
            "Skipping PERMNO 10460.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1064 - val_loss: 0.0842\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 10516.0: [[0.65549845]]\n",
            "Skipping PERMNO 10725.0 in validation_set.\n",
            "Skipping PERMNO 10906.0 in validation_set.\n",
            "Skipping PERMNO 11170.0 in validation_set.\n",
            "Skipping PERMNO 11260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1187 - val_loss: 0.0462\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11308.0: [[0.75398326]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1147 - val_loss: 0.0520\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11404.0: [[0.7446157]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1529 - val_loss: 0.0668\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11600.0: [[0.75950897]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1696 - val_loss: 0.0491\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11618.0: [[0.8449372]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1107 - val_loss: 0.0776\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11674.0: [[0.70290214]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1433 - val_loss: 0.0749\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11703.0: [[0.7073666]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1325 - val_loss: 0.0802\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11762.0: [[0.7103864]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1254 - val_loss: 0.0402\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11850.0: [[0.73209035]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1496 - val_loss: 0.0597\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11891.0: [[0.8139096]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1337 - val_loss: 0.0408\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 11955.0: [[0.7764095]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1352 - val_loss: 0.0553\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12052.0: [[0.7908073]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1085 - val_loss: 0.0384\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12060.0: [[0.7172709]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1038 - val_loss: 0.0459\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12062.0: [[0.757472]]\n",
            "Skipping PERMNO 12079.0 in test_set.\n",
            "Skipping PERMNO 12320.0 in validation_set.\n",
            "Skipping PERMNO 12431.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1220 - val_loss: 0.0361\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 12490.0: [[0.7924141]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1059 - val_loss: 0.0662\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13688.0: [[0.6921226]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1190 - val_loss: 0.0397\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13856.0: [[0.8343039]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1258 - val_loss: 0.0422\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13901.0: [[0.7463108]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1412 - val_loss: 0.0588\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 13928.0: [[0.7271176]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1573 - val_loss: 0.2873\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14008.0: [[0.7905766]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1466 - val_loss: 0.0254\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14593.0: [[0.86178505]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1850 - val_loss: 0.0209\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 14702.0: [[0.8013067]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1360 - val_loss: 0.1061\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15069.0: [[0.71038616]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1266 - val_loss: 0.0728\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15202.0: [[0.74326646]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1683 - val_loss: 0.0253\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15579.0: [[0.8106873]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1019 - val_loss: 0.0705\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 15720.0: [[0.72174466]]\n",
            "Skipping PERMNO 16424.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1533 - val_loss: 0.0517\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 16600.0: [[0.76457244]]\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1359 - val_loss: 0.0363\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 16678.0: [[0.7157546]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1437 - val_loss: 0.0435\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17005.0: [[0.76238275]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1151 - val_loss: 0.0439\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17144.0: [[0.76201105]]\n",
            "Skipping PERMNO 17278.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1338 - val_loss: 0.0440\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 17750.0: [[0.81340975]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1277 - val_loss: 0.0393\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18163.0: [[-1.1800222]]\n",
            "Skipping PERMNO 18374.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1097 - val_loss: 0.0516\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18411.0: [[0.7685824]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1379 - val_loss: 0.0581\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18542.0: [[0.8457171]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1170 - val_loss: 0.0495\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 18729.0: [[0.7214576]]\n",
            "Skipping PERMNO 18948.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1269 - val_loss: 0.1061\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19166.0: [[0.7139964]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1498 - val_loss: 0.0712\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19350.0: [[0.83542454]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1278 - val_loss: 0.0352\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19393.0: [[0.74454784]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1310 - val_loss: 0.0689\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 19561.0: [[0.7328415]]\n",
            "Skipping PERMNO 19596.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1379 - val_loss: 0.0458\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20482.0: [[0.69052655]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1153 - val_loss: 0.0641\n",
            "54/54 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 20626.0: [[0.7314402]]\n",
            "Skipping PERMNO 20917.0 in validation_set.\n",
            "Skipping PERMNO 21004.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1558 - val_loss: 0.0307\n",
            "78/78 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21020.0: [[0.7383593]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1256 - val_loss: 0.0372\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21178.0: [[0.7574624]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1509 - val_loss: 0.0697\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21207.0: [[0.7670715]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1507 - val_loss: 0.0715\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21371.0: [[0.7263051]]\n",
            "Skipping PERMNO 21514.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1414 - val_loss: 0.0494\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21573.0: [[0.74940515]]\n",
            "64/64 [==============================] - 1s 13ms/step - loss: 0.1089 - val_loss: 0.0317\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21792.0: [[0.45652825]]\n",
            "62/62 [==============================] - 1s 11ms/step - loss: 0.1299 - val_loss: 0.0299\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 21936.0: [[0.7217189]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1320 - val_loss: 0.0613\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22103.0: [[0.5913536]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1371 - val_loss: 0.0270\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22111.0: [[0.8044788]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1366 - val_loss: 0.0143\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22293.0: [[0.8434767]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1381 - val_loss: 0.0770\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22509.0: [[0.78929555]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1007 - val_loss: 0.0800\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22517.0: [[0.73520005]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1285 - val_loss: 0.0584\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22592.0: [[0.7407985]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1182 - val_loss: 0.0642\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22752.0: [[0.70404625]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1394 - val_loss: 0.0196\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 22779.0: [[0.7361796]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1032 - val_loss: 0.0657\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23026.0: [[0.69425213]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1185 - val_loss: 0.0296\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23229.0: [[0.75347835]]\n",
            "Skipping PERMNO 23309.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1441 - val_loss: 0.0970\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23393.0: [[0.6788161]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1537 - val_loss: 0.0731\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23473.0: [[0.7745239]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1093 - val_loss: 0.0630\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23536.0: [[0.7870675]]\n",
            "Skipping PERMNO 23544.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1370 - val_loss: 0.0625\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23579.0: [[0.7427968]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1800 - val_loss: 0.0353\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23660.0: [[0.76920825]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1118 - val_loss: 0.0830\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23712.0: [[0.71485317]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1698 - val_loss: 0.0356\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 23819.0: [[0.8212236]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1136 - val_loss: 0.0435\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24010.0: [[0.7821086]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1128 - val_loss: 0.0605\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24109.0: [[0.69263315]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1156 - val_loss: 0.0685\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24221.0: [[0.8516626]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1285 - val_loss: 0.0972\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24328.0: [[0.7284612]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1425 - val_loss: 0.0534\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24643.0: [[0.7787554]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1359 - val_loss: 0.0734\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24766.0: [[0.7265805]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1114 - val_loss: 0.0631\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 24985.0: [[0.7230185]]\n",
            "Skipping PERMNO 25022.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1346 - val_loss: 0.0743\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25081.0: [[0.7952964]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1443 - val_loss: 0.0817\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25232.0: [[0.67328465]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1474 - val_loss: 0.0312\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25320.0: [[0.8087274]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1389 - val_loss: 0.0921\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25419.0: [[0.7860382]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1321 - val_loss: 0.0339\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25785.0: [[0.76581657]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1367 - val_loss: 0.0625\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 25953.0: [[0.77579737]]\n",
            "Skipping PERMNO 26112.0 in validation_set.\n",
            "Skipping PERMNO 26331.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1252 - val_loss: 0.0304\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26403.0: [[0.7987356]]\n",
            "54/54 [==============================] - 1s 11ms/step - loss: 0.1352 - val_loss: 0.0611\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26607.0: [[0.64836884]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1210 - val_loss: 0.0894\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26710.0: [[0.71924955]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1357 - val_loss: 0.0439\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 26825.0: [[0.7650445]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1420 - val_loss: 0.0415\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27887.0: [[0.7386209]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1188 - val_loss: 0.0435\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27959.0: [[0.704466]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1097 - val_loss: 0.0509\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 27991.0: [[0.75571907]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1462 - val_loss: 0.0773\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 28222.0: [[0.78761494]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1415 - val_loss: 0.0603\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 28804.0: [[0.75138897]]\n",
            "Skipping PERMNO 30382.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1445 - val_loss: 0.0740\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 30681.0: [[0.73514545]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1394 - val_loss: 0.0445\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 32870.0: [[0.74987936]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1347 - val_loss: 0.0517\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 32986.0: [[0.68826723]]\n",
            "Skipping PERMNO 33312.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1414 - val_loss: 0.0353\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34032.0: [[0.75395906]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1413 - val_loss: 0.0487\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34746.0: [[0.7475415]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1569 - val_loss: 0.1204\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34817.0: [[0.7183281]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1040 - val_loss: 0.1059\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 34833.0: [[0.6893414]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1243 - val_loss: 0.0797\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 35051.0: [[0.7001987]]\n",
            "50/50 [==============================] - 1s 11ms/step - loss: 0.0999 - val_loss: 0.1223\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 35554.0: [[0.7477274]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1293 - val_loss: 0.0681\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 36003.0: [[0.72090316]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1325 - val_loss: 0.0480\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 36468.0: [[0.78858674]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1659 - val_loss: 0.0556\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 37584.0: [[0.81305313]]\n",
            "58/58 [==============================] - 1s 11ms/step - loss: 0.1416 - val_loss: 0.0380\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38093.0: [[0.711877]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1389 - val_loss: 0.0491\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38156.0: [[0.7190287]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1339 - val_loss: 0.0546\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38703.0: [[0.84098047]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1089 - val_loss: 0.0307\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 38762.0: [[0.72365177]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1459 - val_loss: 0.0831\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39490.0: [[0.64826334]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1444 - val_loss: 0.0392\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 39642.0: [[0.7572892]]\n",
            "Skipping PERMNO 39917.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1424 - val_loss: 0.0515\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 40272.0: [[0.8118555]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1387 - val_loss: 0.0556\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 40539.0: [[0.72079074]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1459 - val_loss: 0.0863\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 41080.0: [[0.8372883]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1447 - val_loss: 0.0799\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 41355.0: [[0.777665]]\n",
            "Skipping PERMNO 41444.0 in validation_set.\n",
            "Skipping PERMNO 42112.0 in validation_set.\n",
            "Skipping PERMNO 42307.0 in test_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1496 - val_loss: 0.0713\n",
            "46/46 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42534.0: [[0.75959116]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1442 - val_loss: 0.0593\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42585.0: [[0.7921884]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1317 - val_loss: 0.0486\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42877.0: [[0.7517877]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1303 - val_loss: 0.0326\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 42906.0: [[0.79433787]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1261 - val_loss: 0.0998\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43123.0: [[0.7663357]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1421 - val_loss: 0.0719\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43350.0: [[0.818066]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1248 - val_loss: 0.0382\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43449.0: [[0.7971518]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1475 - val_loss: 0.0732\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 43553.0: [[0.7113851]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1511 - val_loss: 0.0501\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 44329.0: [[0.82532716]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1487 - val_loss: 0.0644\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 44601.0: [[0.76498896]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1406 - val_loss: 0.0375\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 44644.0: [[0.29784]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1298 - val_loss: 0.0600\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 45751.0: [[0.7720657]]\n",
            "Skipping PERMNO 45903.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1191 - val_loss: 0.0458\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46181.0: [[0.81054384]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1275 - val_loss: 0.0359\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46578.0: [[0.772809]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1396 - val_loss: 0.0683\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46674.0: [[0.71873635]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2211 - val_loss: 0.0404\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 46886.0: [[0.80230474]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1327 - val_loss: 0.0911\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 47896.0: [[0.72180355]]\n",
            "23/23 [==============================] - 0s 14ms/step - loss: 0.1488 - val_loss: 0.0674\n",
            "18/18 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48020.0: [[0.16540247]]\n",
            "Skipping PERMNO 48071.0 in validation_set.\n",
            "Skipping PERMNO 48282.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2178 - val_loss: 0.0689\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48486.0: [[0.8001693]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1241 - val_loss: 0.1178\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48653.0: [[0.66464865]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1347 - val_loss: 0.0828\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 48725.0: [[0.76477844]]\n",
            "64/64 [==============================] - 1s 12ms/step - loss: 0.1436 - val_loss: 0.0702\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 49656.0: [[0.8144334]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1511 - val_loss: 0.0466\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 49680.0: [[0.74554586]]\n",
            "Skipping PERMNO 50024.0 in validation_set.\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1447 - val_loss: 0.0454\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 50286.0: [[0.71983916]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1369 - val_loss: 0.0603\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 50876.0: [[0.7396867]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1949 - val_loss: 0.0173\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 51369.0: [[0.8122465]]\n",
            "Skipping PERMNO 51596.0 in validation_set.\n",
            "Skipping PERMNO 51610.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1428 - val_loss: 0.0412\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52038.0: [[0.72679174]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1383 - val_loss: 0.0480\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52090.0: [[0.7663512]]\n",
            "58/58 [==============================] - 1s 11ms/step - loss: 0.1567 - val_loss: 0.0422\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52230.0: [[0.75590265]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1349 - val_loss: 0.0879\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52329.0: [[0.7681673]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1394 - val_loss: 0.0657\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52476.0: [[0.70228875]]\n",
            "62/62 [==============================] - 1s 10ms/step - loss: 0.1218 - val_loss: 0.1170\n",
            "23/23 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52484.0: [[0.7254703]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1515 - val_loss: 0.0358\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52695.0: [[0.7829087]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1374 - val_loss: 0.0498\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52708.0: [[0.7006649]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1404 - val_loss: 0.0430\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 52978.0: [[0.7696568]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1611 - val_loss: 0.0469\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 53065.0: [[0.7843358]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2075 - val_loss: 0.0285\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 53613.0: [[0.8390849]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1544 - val_loss: 0.0575\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 54148.0: [[0.66845095]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1163 - val_loss: 0.0401\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 55976.0: [[0.7300475]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1189 - val_loss: 0.0367\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 56274.0: [[0.81012607]]\n",
            "Skipping PERMNO 56354.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1427 - val_loss: 0.0640\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 56573.0: [[0.75086176]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1570 - val_loss: 0.0638\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 57665.0: [[0.7910537]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.3273 - val_loss: 0.3049\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 57809.0: [[0.36715382]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1701 - val_loss: 0.1191\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 57904.0: [[0.7236482]]\n",
            "Skipping PERMNO 58077.0 in validation_set.\n",
            "64/64 [==============================] - 1s 12ms/step - loss: 0.1548 - val_loss: 0.1003\n",
            "93/93 [==============================] - 0s 5ms/step\n",
            "R2 from paper for PERMNO 58246.0: [[0.79972625]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1437 - val_loss: 0.0231\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58683.0: [[0.7495974]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1281 - val_loss: 0.0688\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 58819.0: [[0.6764946]]\n",
            "Skipping PERMNO 58827.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1199 - val_loss: 0.0947\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59176.0: [[0.72885776]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1270 - val_loss: 0.0712\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59192.0: [[0.8042519]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1615 - val_loss: 0.0522\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59248.0: [[0.82057166]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1205 - val_loss: 0.0269\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59328.0: [[0.7606132]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1292 - val_loss: 0.0712\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59408.0: [[0.7473894]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1254 - val_loss: 0.1446\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 59459.0: [[0.80598897]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1580 - val_loss: 0.0517\n",
            "38/38 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60097.0: [[0.7227073]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1356 - val_loss: 0.0750\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60206.0: [[0.7886555]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1376 - val_loss: 0.1504\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60442.0: [[0.7635638]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2058 - val_loss: 0.0672\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60506.0: [[0.8309777]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1500 - val_loss: 0.0745\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60628.0: [[0.7510376]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1841 - val_loss: 0.0513\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 60871.0: [[0.81143475]]\n",
            "Skipping PERMNO 61049.0 in validation_set.\n",
            "51/51 [==============================] - 1s 11ms/step - loss: 0.1089 - val_loss: 0.0535\n",
            "92/92 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61146.0: [[0.6429075]]\n",
            "47/47 [==============================] - 0s 10ms/step - loss: 0.1136 - val_loss: 0.0574\n",
            "19/19 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61209.0: [[0.74140906]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1568 - val_loss: 0.0378\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61241.0: [[0.7101288]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1541 - val_loss: 0.0319\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61399.0: [[0.7430097]]\n",
            "62/62 [==============================] - 1s 10ms/step - loss: 0.1384 - val_loss: 0.0721\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61516.0: [[0.7725866]]\n",
            "Skipping PERMNO 61532.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2105 - val_loss: 0.0623\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 61621.0: [[0.70513093]]\n",
            "Skipping PERMNO 61671.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1650 - val_loss: 0.0652\n",
            "15/15 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62034.0: [[0.8450725]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1383 - val_loss: 0.0950\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62092.0: [[0.66580576]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1372 - val_loss: 0.0847\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62148.0: [[0.7368205]]\n",
            "Skipping PERMNO 62260.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1316 - val_loss: 0.0767\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62308.0: [[0.8092789]]\n",
            "55/55 [==============================] - 1s 11ms/step - loss: 0.1228 - val_loss: 0.0920\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 62498.0: [[0.7417549]]\n",
            "Skipping PERMNO 62519.0 in test_set.\n",
            "32/32 [==============================] - 0s 14ms/step - loss: 0.2167 - val_loss: 0.1507\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 63467.0: [[-0.2530346]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1318 - val_loss: 0.1199\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64186.0: [[0.6432719]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1404 - val_loss: 0.0917\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64311.0: [[0.72883093]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1293 - val_loss: 0.0364\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64390.0: [[0.6961062]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1185 - val_loss: 0.0765\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64936.0: [[0.7103347]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1331 - val_loss: 0.0428\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 64995.0: [[0.83943444]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1407 - val_loss: 0.0734\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 65402.0: [[0.7680382]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1209 - val_loss: 0.0868\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 65541.0: [[0.69928616]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1337 - val_loss: 0.0494\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66093.0: [[0.7758767]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1232 - val_loss: 0.0847\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66157.0: [[0.7525196]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1495 - val_loss: 0.0344\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66181.0: [[0.7700918]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1218 - val_loss: 0.0581\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66384.0: [[0.72828555]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1181 - val_loss: 0.1072\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 66800.0: [[0.6845679]]\n",
            "52/52 [==============================] - 1s 11ms/step - loss: 0.1159 - val_loss: 0.1079\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 67029.0: [[0.40313596]]\n",
            "Skipping PERMNO 68567.0 in validation_set.\n",
            "56/56 [==============================] - 1s 11ms/step - loss: 0.1589 - val_loss: 0.0865\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 69032.0: [[0.76608026]]\n",
            "Skipping PERMNO 69526.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1393 - val_loss: 0.0869\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 69649.0: [[0.68298656]]\n",
            "48/48 [==============================] - 1s 11ms/step - loss: 0.1891 - val_loss: 0.0286\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 69796.0: [[0.71438587]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1477 - val_loss: 0.0798\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 70519.0: [[0.6616578]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1399 - val_loss: 0.0587\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 70578.0: [[0.75212264]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1334 - val_loss: 0.1224\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 71563.0: [[0.6917616]]\n",
            "52/52 [==============================] - 1s 11ms/step - loss: 0.1422 - val_loss: 0.1299\n",
            "5/5 [==============================] - 0s 5ms/step\n",
            "R2 from paper for PERMNO 71685.0: [[-13.842606]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1454 - val_loss: 0.1382\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 72726.0: [[0.75565434]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1749 - val_loss: 0.0676\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 73139.0: [[0.7426058]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1469 - val_loss: 0.1138\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75034.0: [[0.62632895]]\n",
            "Skipping PERMNO 75188.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1272 - val_loss: 0.0882\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75241.0: [[0.8034067]]\n",
            "Skipping PERMNO 75294.0 in validation_set.\n",
            "Skipping PERMNO 75333.0 in validation_set.\n",
            "Skipping PERMNO 75390.0 in validation_set.\n",
            "Skipping PERMNO 75469.0 in validation_set.\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.2005 - val_loss: 0.0269\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75510.0: [[0.86292267]]\n",
            "61/61 [==============================] - 1s 11ms/step - loss: 0.1463 - val_loss: 0.0834\n",
            "93/93 [==============================] - 1s 9ms/step\n",
            "R2 from paper for PERMNO 75591.0: [[0.66372335]]\n",
            "63/63 [==============================] - 1s 10ms/step - loss: 0.1972 - val_loss: 0.0321\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75694.0: [[0.8216231]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1317 - val_loss: 0.0766\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75825.0: [[0.7256709]]\n",
            "Skipping PERMNO 75901.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2025 - val_loss: 0.0323\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 75912.0: [[0.740157]]\n",
            "Skipping PERMNO 75967.0 in validation_set.\n",
            "Skipping PERMNO 76016.0 in validation_set.\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1665 - val_loss: 0.0316\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76076.0: [[0.77544606]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1443 - val_loss: 0.0607\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76095.0: [[0.7152401]]\n",
            "57/57 [==============================] - 1s 11ms/step - loss: 0.1295 - val_loss: 0.0462\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76185.0: [[0.6298529]]\n",
            "56/56 [==============================] - 1s 12ms/step - loss: 0.1572 - val_loss: 0.0339\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76226.0: [[0.73157245]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1324 - val_loss: 0.0604\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76230.0: [[0.70657825]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1342 - val_loss: 0.0450\n",
            "101/101 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76605.0: [[0.76592964]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1353 - val_loss: 0.0513\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76614.0: [[0.6320981]]\n",
            "64/64 [==============================] - 1s 10ms/step - loss: 0.1743 - val_loss: 0.0646\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76709.0: [[0.83649135]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.1659 - val_loss: 0.0282\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76712.0: [[0.8074288]]\n",
            "63/63 [==============================] - 1s 11ms/step - loss: 0.1832 - val_loss: 0.0673\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76744.0: [[0.78343284]]\n",
            "64/64 [==============================] - 1s 11ms/step - loss: 0.2040 - val_loss: 0.0367\n",
            "93/93 [==============================] - 0s 4ms/step\n",
            "R2 from paper for PERMNO 76795.0: [[0.77240646]]\n",
            "Skipping PERMNO 76829.0 in validation_set.\n",
            "Skipping PERMNO 76947.0 in validation_set.\n",
            " 8/10 [=======================>......] - ETA: 0s - loss: 0.2217"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "model.summary()"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/"
        },
        "id": "1s4yQPP20GGy",
        "outputId": "0953cc58-05d4-4ba1-b765-cd1db2f97e08"
      },
      "execution_count": 121,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "Model: \"transformer_11\"\n",
            "_________________________________________________________________\n",
            " Layer (type)                Output Shape              Param #   \n",
            "=================================================================\n",
            " encoder_11 (Encoder)        multiple                  23360     \n",
            "                                                                 \n",
            " decoder_11 (Decoder)        multiple                  79        \n",
            "                                                                 \n",
            "=================================================================\n",
            "Total params: 23439 (91.56 KB)\n",
            "Trainable params: 23309 (91.05 KB)\n",
            "Non-trainable params: 130 (520.00 Byte)\n",
            "_________________________________________________________________\n"
          ]
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "trading_signals"
      ],
      "metadata": {
        "id": "CyP5z5Tx3P27"
      },
      "execution_count": null,
      "outputs": []
    }
  ]
}