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1 parent 2ded411 commit 83f2cbfCopy full SHA for 83f2cbf
src/ai/volatility/heston.rs
@@ -247,11 +247,11 @@ mod tests {
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let model = train(
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dataset,
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&Device::Cpu,
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- 5, // input_dim (parameters)
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- 30, // hidden_size
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- 88, // output_dim (implied volatilities)
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- 32, // batch_size
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- 5, // epochs
+ 5, // input_dim (parameters)
+ 30, // hidden_size
+ 88, // output_dim (implied volatilities)
+ 32, // batch_size
+ 200, // epochs
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)?;
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// Sample index for plotting
src/stats.rs
@@ -2,6 +2,5 @@ pub mod cir;
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pub mod double_exp;
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pub mod fd;
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pub mod fou_estimator;
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-pub mod fou_estimator_v2;
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pub mod mle;
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pub mod non_central_chi_squared;
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