Surface-completion on BTC (test)
0RMSE (vol points)Smile re-fit
Evaluation Results
| Method | Links | |
|---|---|---|
| Smile re-fitMask Type=Random mask, r=0.102026.06 | 0 | |
| HybridMask Type=Random mask, r=0.102026.06 | 0 | |
| HybridMask Type=Random mask, r=0.302026.06 | 0.32 | |
| HybridMask Type=Random mask, r=0.502026.06 | 0.83 | |
| ConvVAEMask Type=Random mask, r=0.102026.06 | 0.94 | |
| Deep SmoothingMask Type=Random mask, r=0.102026.06 | 0.99 | |
| PCAk=8, Mask Type=Random mask, r=0.102026.06 | 1.06 | |
| ConvVAEMask Type=Random mask, r=0.302026.06 | 1.07 | |
| Deep SmoothingMask Type=Random mask, r=0.302026.06 | 1.16 | |
| PCAk=8, Mask Type=Random mask, r=0.302026.06 | 1.21 | |
| ConvVAEMask Type=Random mask, r=0.502026.06 | 1.25 | |
| Deep SmoothingMask Type=Random mask, r=0.502026.06 | 1.38 | |
| PCAk=8, Mask Type=Random mask, r=0.502026.06 | 1.4 | |
| ConvVAEMask Type=Row-shaped hole, Scheme=long_tenor2026.06 | 1.54 | |
| HybridMask Type=Row-shaped hole, Scheme=long_tenor2026.06 | 1.54 | |
| ConvVAEMask Type=Row-shaped hole, Scheme=row_random2026.06 | 1.88 | |
| HybridMask Type=Row-shaped hole, Scheme=row_random2026.06 | 1.88 | |
| Deep SmoothingMask Type=Row-shaped hole, Scheme=long_tenor2026.06 | 2.26 | |
| Deep SmoothingMask Type=Row-shaped hole, Scheme=row_random2026.06 | 2.3 | |
| Smile re-fitMask Type=Random mask, r=0.302026.06 | 2.53 | |
| PCAk=8, Mask Type=Row-shaped hole, Scheme=long_tenor2026.06 | 3.51 | |
| PCAk=8, Mask Type=Row-shaped hole, Scheme=row_random2026.06 | 4.15 | |
| Smile re-fitMask Type=Random mask, r=0.502026.06 | 7 | |
| Smile re-fitMask Type=Row-shaped hole, Scheme=row_random2026.06 | 9.59 | |
| Smile re-fitMask Type=Row-shaped hole, Scheme=long_tenor2026.06 | 13.12 |