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Multiple parameters estimation on rHeston length 500 (test)
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0.391
Average RMSE
SigMA
0.38216
0.44183
0.5015
0.56117
Dec 17, 2025
Average RMSE
Average RSE (Max)
Average RSE (Q75)
Average RSE (Q25)
Updated 4d ago
Evaluation Results
Method
Method
Links
Average RMSE
Average RSE (Max)
Average RSE (Q75)
Average RSE (Q25)
SigMA
#Params=87341
2025.12
0.391
1.286
0.402
0.161
DeepSigNet
#Params=9360
2025.12
0.398
1.332
0.415
0.164
Transformer
#Params=2558005
2025.12
0.406
1.258
0.413
0.168
CNN
#Params=501220
2025.12
0.499
1.061
0.525
0.247
LSTM
#Params=8383299
2025.12
0.612
1.691
0.634
0.312
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