Implied Volatility Prediction on AAPL Implied Volatility Calls only d=7
0.367RMSEsklearn ExTraReg
Evaluation results
| Method | Links | ||
|---|---|---|---|
| sklearn ExTraRegTrain n=20,000, Build (ms)=46.92026.06 | 0.367 | 0.212 | |
| Mojo ExTraRegTrain n=200,000, Build (ms)=208.82026.06 | 0.369 | 0.199 |