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Benchmarks
Signature Fidelity on S&P 500 2023–2025 (out-of-sample)
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0.01
Relative MSE
Reg-TAd4
-0.138
0.861
1.86
2.859
Jun 13, 2026
Relative MSE
Updated 1mo ago
Evaluation Results
Method
Method
Links
Relative MSE
Reg-TAd4
Method Category=Determ...
2026.06
0.01
Ours-TAd4
Method Category=Probab...
2026.06
0.01
Ours-TLLd4
Method Category=Probab...
2026.06
0.02
Insertion
Method Category=Determ...
2026.06
0.03
Reg-TLLd4
Method Category=Determ...
2026.06
0.03
Legendre
Method Category=Determ...
2026.06
0.1
Fourier
Method Category=Determ...
2026.06
3.71
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