SDE Solution Approximation on Synthetic SDE Down-sampling, 1k steps
2.16MSELogsig-RNN
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Logsig-RNNFea. dim.=(4, 8)2019.08 | 2.16 | 343 | |
| Sig-RNNFea. dim.=(4, 14)2019.08 | 2.55 | 177 | |
| Sig-OLRFea. dim.=622019.08 | 3.69 | 9 | |
| RNN0Fea. dim.=(1k, 1)2019.08 | 7.79 | 50,930 |