Rough Volatility
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Rough Volatility modeling | Rough Volatility terminal-marginal results | Mean RMSE0.0223 | 15 | |
| Time Series Generation | Rough Volatility high-frequency synthetic (test) | Discriminative0.0108 | 4 | |
| Time Series Reconstruction | Rough Volatility high-frequency synthetic (test) | Discriminative Score0.5 | 2 |
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