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Table 5 Forecast comparison using XRP return volatility

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

 

RMSE

MAE

Testing

Training

Testing

Training

NNETAR

0.0101

0.0093

0.0219

0.0045

CSS

0.0002

0.0164

0.0171

0.0058

GMDH-NN

0.0105

0.0178

0.0319

0.0057

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