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Benchmarks
Time Series Generation on Rough Volatility high-frequency synthetic (test)
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0.0108
Discriminative
PCF-GAN
0.009236
0.019793
0.03035
0.040907
May 21, 2023
Discriminative
Predictive
Sig-MMD
Updated 4d ago
Evaluation Results
Method
Method
Links
Discriminative
Predictive
Sig-MMD
PCF-GAN
mode=generation
2023.05
0.0108
0.039
0.0024
RGAN
mode=generation
2023.05
0.0271
0.0393
0.0163
TimeGAN
mode=generation
2023.05
0.0327
0.0395
0.0027
COT-GAN
mode=generation
2023.05
0.0499
0.0395
0.0116
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