Table 2 Results of the PPP model.
From: Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience
N | Model | In-sample | Out-of-sample | ||||
|---|---|---|---|---|---|---|---|
Classification (%) | RMSE | MAPE | Classification (%) | RMSE | MAPE | ||
200 | MCMC | 84.20 | 0.72 | 0.53 | 80.37 | 0.75 | 0.56 |
SMC | 85.18 | 0.78 | 0.44 | 81.30 | 0.81 | 0.46 | |
AFQMC | 92.17 | 0.61 | 0.39 | 88.39 | 0.64 | 0.41 | |
500 | MCMC | 87.30 | 0.40 | 0.18 | 83.33 | 0.42 | 0.19 |
SMC | 86.38 | 0.32 | 0.21 | 82.44 | 0.34 | 0.22 | |
AFQMC | 93.53 | 0.26 | 0.15 | 90.06 | 0.28 | 0.17 | |
