Meta-model coefficients and relative importance (absolute magnitude)
| Feature | Coefficient | Importance |
|---|---|---|
| Hawkes intensity | −6.33 | 29.9% |
| Hawkes × SOHMM | +5.50 | 26.0% |
| Hawkes momentum | +4.68 | 22.1% |
| SOHMM momentum | +3.98 | 18.8% |
| SOHMM regime probability | +0.67 | 3.2% |
| Feature | Coefficient | Importance |
|---|---|---|
| Hawkes intensity | −6.33 | 29.9% |
| Hawkes × SOHMM | +5.50 | 26.0% |
| Hawkes momentum | +4.68 | 22.1% |
| SOHMM momentum | +3.98 | 18.8% |
| SOHMM regime probability | +0.67 | 3.2% |
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