Implied Volatility Prediction on AAPL Implied Volatility d=7 (Puts only)
0.333RMSEMojo ExTraReg
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Mojo ExTraRegTrain n=200,000, Build (ms)=207.32026.06 | 0.333 | 0.21 | |
| sklearn ExTraRegTrain n=20,000, Build (ms)=46.42026.06 | 0.361 | 0.228 |