Filtering on two-factor stochastic volatility model synthetic (test)
0.6117RMSE
AFSF
Updated 9d ago
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
2026.04 | 0.6117 | 0.1571 | 0.3435 | |
| 0.6163 | 0.1591 | 0.3462 | ||
2026.04 | 0.7481 | 0.2163 | 0.4188 |
AFSF
| Method | Links | |||
|---|---|---|---|---|
2026.04 | 0.6117 | 0.1571 | 0.3435 | |
| 0.6163 | 0.1591 | 0.3462 | ||
2026.04 | 0.7481 | 0.2163 | 0.4188 |