Regression on SDE (val)
1.275RMSESignature
Evaluation results
| Method | Links | |
|---|---|---|
| SignatureTruncation depth=2, Number of seeds=10, Input type=time-augmented Brownian paths, Target normalization=[0, 1]2026.03 | 1.275 | |
| EWSTruncation depth=2, Number of seeds=10, Input type=time-augmented Brownian paths, Target normalization=[0, 1]2026.03 | 2.63 | |
| EFMTruncation depth=2, Number of seeds=10, Input type=time-augmented Brownian paths, Target normalization=[0, 1]2026.03 | 9.45 |