Regression on SDE (test)
1.268RMSESignature
Evaluation results
| Method | Links | |
|---|---|---|
| SignatureTruncation depth=2, Number of seeds=10, Input type=time-augmented Brownian paths, Target normalization=[0, 1]2026.03 | 1.268 | |
| EWSTruncation depth=2, Number of seeds=10, Input type=time-augmented Brownian paths, Target normalization=[0, 1]2026.03 | 2.61 | |
| EFMTruncation depth=2, Number of seeds=10, Input type=time-augmented Brownian paths, Target normalization=[0, 1]2026.03 | 9.39 |