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Benchmarks
Signature fidelity on log-GBM
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0.03
Relative MSE
Ours-TAd6
-2.372
13.8415
30.055
46.2685
Jun 13, 2026
Relative MSE
Updated 1mo ago
Evaluation Results
Method
Method
Links
Relative MSE
Ours-TAd6
Method Type=Probabilis...
2026.06
0.03
Ours-TLLd6
Method Type=Probabilis...
2026.06
0.05
Reg-TAd6
Method Type=Determinis...
2026.06
0.11
Reg-TLLd6
Method Type=Determinis...
2026.06
0.18
Insertion
Method Type=Deterministic
2026.06
0.99
Legendre
Method Type=Deterministic
2026.06
5.42
Fourier
Method Type=Deterministic
2026.06
60.08
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