List your company
ResearchFormerly WizWand

Signature fidelity on log-GBM

0.03Relative MSEOurs-TAd6
-2.37213.841530.05546.2685Jun 13, 2026
Updated 4mo ago

Evaluation results

MethodLinks
Ours-TAd6Method Type=Probabilistic, Signature Depth=62026.060.03
Ours-TLLd6Method Type=Probabilistic, Signature Depth=62026.060.05
Reg-TAd6Method Type=Deterministic, Signature Depth=62026.060.11
Reg-TLLd6Method Type=Deterministic, Signature Depth=62026.060.18
InsertionMethod Type=Deterministic2026.060.99
LegendreMethod Type=Deterministic2026.065.42
FourierMethod Type=Deterministic2026.0660.08