Table 4 Results of the SPM 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 | 84.25 | 0.78 | 0.57 | 79.60 | 0.81 | 0.60 |
SMC | 85.23 | 0.84 | 0.48 | 80.53 | 0.87 | 0.50 | |
AFQMC | 92.23 | 0.65 | 0.43 | 88.03 | 0.68 | 0.45 | |
500 | MCMC | 87.35 | 0.44 | 0.20 | 82.53 | 0.46 | 0.21 |
SMC | 86.43 | 0.34 | 0.23 | 81.66 | 0.36 | 0.24 | |
AFQMC | 93.59 | 0.28 | 0.17 | 89.69 | 0.30 | 0.19 | |
