Time Series Reconstruction on Rough Volatility high-frequency synthetic (test)
0.5Discriminative Score
TimeGAN (R)
Updated 4d ago
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
2023.05 | 0.5 | 0.059 | 3.308 | |
2023.05 | 0.282 | 0.0398 | 0.096 |
TimeGAN (R)
| Method | Links | |||
|---|---|---|---|---|
2023.05 | 0.5 | 0.059 | 3.308 | |
2023.05 | 0.282 | 0.0398 | 0.096 |