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ResearchFormerly WizWand

Surface-completion on BTC (test)

0RMSE (vol points)Smile re-fit
-0.52483.01766.5610.1024Jun 15, 2026
Updated 4mo ago

Evaluation results

MethodLinks
Smile re-fitMask Type=Random mask, r=0.102026.060
HybridMask Type=Random mask, r=0.102026.060
HybridMask Type=Random mask, r=0.302026.060.32
HybridMask Type=Random mask, r=0.502026.060.83
ConvVAEMask Type=Random mask, r=0.102026.060.94
Deep SmoothingMask Type=Random mask, r=0.102026.060.99
PCAk=8, Mask Type=Random mask, r=0.102026.061.06
ConvVAEMask Type=Random mask, r=0.302026.061.07
Deep SmoothingMask Type=Random mask, r=0.302026.061.16
PCAk=8, Mask Type=Random mask, r=0.302026.061.21
ConvVAEMask Type=Random mask, r=0.502026.061.25
Deep SmoothingMask Type=Random mask, r=0.502026.061.38
PCAk=8, Mask Type=Random mask, r=0.502026.061.4
ConvVAEMask Type=Row-shaped hole, Scheme=long_tenor2026.061.54
HybridMask Type=Row-shaped hole, Scheme=long_tenor2026.061.54
ConvVAEMask Type=Row-shaped hole, Scheme=row_random2026.061.88
HybridMask Type=Row-shaped hole, Scheme=row_random2026.061.88
Deep SmoothingMask Type=Row-shaped hole, Scheme=long_tenor2026.062.26
Deep SmoothingMask Type=Row-shaped hole, Scheme=row_random2026.062.3
Smile re-fitMask Type=Random mask, r=0.302026.062.53
PCAk=8, Mask Type=Row-shaped hole, Scheme=long_tenor2026.063.51
PCAk=8, Mask Type=Row-shaped hole, Scheme=row_random2026.064.15
Smile re-fitMask Type=Random mask, r=0.502026.067
Smile re-fitMask Type=Row-shaped hole, Scheme=row_random2026.069.59
Smile re-fitMask Type=Row-shaped hole, Scheme=long_tenor2026.0613.12