rHeston
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Hurst estimation | rHeston (test) | RMSE0.0071 | 20 | |
| Multiple parameters estimation | rHeston length 500 (test) | Average RMSE0.391 | 5 |
Showing 2 of 2 rows
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Hurst estimation | rHeston (test) | RMSE0.0071 | 20 | |
| Multiple parameters estimation | rHeston length 500 (test) | Average RMSE0.391 | 5 |