SDE Solution Approximation on Synthetic SDE High Frequency 50k steps
2.14MSE ErrorLogsig-RNN
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Logsig-RNNFea. dim.=(4, 8)2019.08 | 2.14 | 529 | |
| Sig-OLRFea. dim.=622019.08 | 2.25 | 178 | |
| Sig-RNNFea. dim.=(4, 14)2019.08 | 2.4 | 360 |
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