Implied Volatility Prediction on AAPL Implied Volatility d=8 (Mixed)
0.483RMSEMojo ExTraReg
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Mojo ExTraRegTrain n=200,000, Build (ms)=213.42026.06 | 0.483 | 0.251 | |
| sklearn ExTraRegTrain n=20,000, Build (ms)=37.82026.06 | 0.505 | 0.265 |