From 83f2cbfb44469a61f7d1bcd1bcc55fd95f6969e3 Mon Sep 17 00:00:00 2001 From: Daniel Boros Date: Sat, 9 Nov 2024 12:20:23 +0100 Subject: [PATCH] fix: modules --- src/ai/volatility/heston.rs | 10 +++++----- src/stats.rs | 1 - 2 files changed, 5 insertions(+), 6 deletions(-) diff --git a/src/ai/volatility/heston.rs b/src/ai/volatility/heston.rs index 0e6bffb..0e256c3 100644 --- a/src/ai/volatility/heston.rs +++ b/src/ai/volatility/heston.rs @@ -247,11 +247,11 @@ mod tests { let model = train( dataset, &Device::Cpu, - 5, // input_dim (parameters) - 30, // hidden_size - 88, // output_dim (implied volatilities) - 32, // batch_size - 5, // epochs + 5, // input_dim (parameters) + 30, // hidden_size + 88, // output_dim (implied volatilities) + 32, // batch_size + 200, // epochs )?; // Sample index for plotting diff --git a/src/stats.rs b/src/stats.rs index 6386a0f..75e445c 100644 --- a/src/stats.rs +++ b/src/stats.rs @@ -2,6 +2,5 @@ pub mod cir; pub mod double_exp; pub mod fd; pub mod fou_estimator; -pub mod fou_estimator_v2; pub mod mle; pub mod non_central_chi_squared;