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Synthetic Time Series Generation on Stock
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0.239
Autocorrelation Score
RCGAN
0.187
0.2005
0.214
0.2275
May 23, 2024
Autocorrelation Score
Cross-Correlation Score
Discriminative Score
Wasserstein-1 Distance (Sig)
Conditional Expectation Score
American Put Pricing Error
Updated 1mo ago
Evaluation Results
Method
Method
Links
Autocorrelation Score
Cross-Correlation Score
Discriminative Score
Wasserstein-1 Distance (Sig)
Conditional Expectation Score
American Put Pricing Error
RCGAN
runs=5
2024.05
0.239
0.067
0.134
0.013
0.078
0.546
TimeGAN
runs=5
2024.05
0.228
0.056
0.02
0.008
0.079
0.243
PCFGAN
runs=5
2024.05
0.198
0.055
0.028
0.005
0.06
0.202
HRPCF-GAN
runs=5
2024.05
0.189
0.053
0.016
0.004
0.056
0.179
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