Table 14 Results of the Taylor model.
From: Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience
N | Method | In-sample | Out-of-sample | ||||
|---|---|---|---|---|---|---|---|
Classification (%) | RMSE | MAPE | Classification (%) | RMSE | MAPE | ||
200 | MCMC | 87.81 | 0.70 | 0.52 | 89.76 | 0.75 | 0.55 |
SMC | 88.69 | 0.77 | 0.44 | 90.66 | 0.81 | 0.46 | |
AFQMC | 94.53 | 0.60 | 0.38 | 96.64 | 0.63 | 0.40 | |
500 | MCMC | 90.67 | 0.39 | 0.18 | 92.69 | 0.41 | 0.19 |
SMC | 89.46 | 0.31 | 0.21 | 91.45 | 0.33 | 0.22 | |
AFQMC | 96.17 | 0.25 | 0.13 | 95.31 | 0.26 | 0.17 | |
