Table 5 Results of the Taylor 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 | 85.67 | 0.74 | 0.55 | 81.40 | 0.78 | 0.57 |
SMC | 86.53 | 0.80 | 0.46 | 82.22 | 0.84 | 0.48 | |
AFQMC | 92.23 | 0.63 | 0.40 | 88.54 | 0.65 | 0.43 | |
500 | MCMC | 88.45 | 0.41 | 0.19 | 84.05 | 0.44 | 0.20 |
SMC | 87.27 | 0.33 | 0.22 | 82.93 | 0.34 | 0.23 | |
AFQMC | 93.83 | 0.28 | 0.17 | 90.47 | 0.30 | 0.18 | |
