Hurst estimation on rHeston (test)
0.0071RMSESigMA
Evaluation results
| Method | Links | |
|---|---|---|
| SigMAInput length=1500, #Params=872262025.12 | 0.0071 | |
| SigMAInput length=1000, #Params=872262025.12 | 0.0072 | |
| DeepSigNetInput length=1500, #Params=92612025.12 | 0.0091 | |
| SigMAInput length=500, #Params=872262025.12 | 0.0101 | |
| DeepSigNetInput length=1000, #Params=92612025.12 | 0.0197 | |
| TransformerInput length=1500, #Params=75179062025.12 | 0.0425 | |
| TransformerInput length=1000, #Params=50379062025.12 | 0.0437 | |
| SigMAInput length=100, #Params=872262025.12 | 0.0478 | |
| DeepSigNetInput length=500, #Params=92612025.12 | 0.0513 | |
| TransformerInput length=500, #Params=25579062025.12 | 0.0524 | |
| TransformerInput length=100, #Params=5739062025.12 | 0.0572 | |
| DeepSigNetInput length=100, #Params=92612025.12 | 0.0577 | |
| CNNInput length=1500, #Params=11070412025.12 | 0.0579 | |
| LSTMInput length=1500, #Params=247672342025.12 | 0.0611 | |
| LSTMInput length=1000, #Params=165752342025.12 | 0.0616 | |
| LSTMInput length=500, #Params=83832342025.12 | 0.0629 | |
| CNNInput length=1000, #Params=8121292025.12 | 0.066 | |
| LSTMInput length=100, #Params=18296342025.12 | 0.0725 | |
| CNNInput length=500, #Params=5008332025.12 | 0.0765 | |
| CNNInput length=100, #Params=2550732025.12 | 0.0805 |