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Table 3 Forecast comparison using bitcoin return volatility

From: Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms

 

RMSE

MAE

Testing

Training

Testing

Training

NNETAR

0.015

0.003

0.002

0.002

CSS

0.014

0.004

0.001

0.002

GMDH-NN

0.019

0.004

0.003

0.002

  1. Bold indicates minimum the RMSE and MAE of the model, more efficient the model is