Skip to main content

Table 6 Forecast comparison using Ethereum return volatility

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

 

RMSE

MAE

 

Testing

Training

Testing

Training

NNETAR

0.0101

0.0057

0.0029

0.0033

CSS

0.0210

0.0164

0.0069

0.0058

GMDH-NN

0.0290

0.0065

0.0053

0.0037

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