ResearchBenchmarksTime Series Generation on Rough Volatility high-frequency synthetic (test)Time Series Generation on Rough Volatility high-frequency synthetic (test)Follow0.0108DiscriminativePCF-GAN0.0092360.0197930.030350.040907May 21, 2023Evaluation resultsMethodMethodLinksDiscriminativePredictiveSig-MMDPCF-GANmode=generationmode=generation2023.050.01080.0390.0024RGANmode=generationmode=generation2023.050.02710.03930.0163TimeGANmode=generationmode=generation2023.050.03270.03950.0027COT-GANmode=generationmode=generation2023.050.04990.03950.0116