fractional Brownian motion
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Hypothesis Testing | 3-dimensional fractional Brownian motion (fBM) | Test Power1 | 56 | |
| American option pricing | fractional Brownian motion 25 Hurst exponents, 500 samples (test) | MSE0.52 | 4 |
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