Table 7 Results of the speculative attacks’ second-generation 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 | 78.53 | 0.64 | 0.47 | 77.41 | 0.70 | 0.50 |
SMC | 83.35 | 0.71 | 0.39 | 81.28 | 0.77 | 0.43 | |
AFQMC | 89.25 | 0.57 | 0.35 | 86.93 | 0.58 | 0.38 | |
500 | MCMC | 82.73 | 0.38 | 0.16 | 78.31 | 0.39 | 0.18 |
SMC | 81.79 | 0.29 | 0.19 | 83.23 | 0.31 | 0.20 | |
AFQMC | 93.33 | 0.24 | 0.14 | 87.96 | 0.27 | 0.15 | |
