TABLE 1.
Summary of the main comparison results among all models.
Models | HSI | S&P500 | Silver | Crude oil | USDCHF | GBPUSD | EURUSD | AUDUSD | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPR | SR | CPR | SR | CPR | SR | CPR | SR | CPR | SR | CPR | SR | CPR | SR | CPR | SR | |
Market | 555.00 | 0.01 | 2,122.27 | 0.05 | −12.66 | −0.03 | −90.79 | −0.04 | 0.19 | 0.02 | −0.07 | −0.01 | −0.05 | −0.01 | −0.04 | −0.01 |
RNN-FCM | 1,251.78 | 0.03 | 361.94 | 0.09 | -11.67 | -0.07 | 6.76 | 0.02 | 0.04 | 0.02 | −0.14 | −0.07 | −0.24 | −0.13 | 0.05 | 0.04 |
RF-FCM | 3,846.31 | 0.09 | 336.27 | 0.06 | 23.60 | 0.91 | 112.88 | 1.13 | 0.11 | 0.16 | 0.29 | 0.33 | 0.20 | 0.53 | −0.04 | −0.07 |
DDR-RNN | 4,505.00 | 0.10 | 345.50 | 0.03 | 1.53 | 0.02 | −4.57 | −0.02 | 0.07 | 0.09 | -0.02 | -0.02 | 0.08 | 0.15 | <0.01 | −0.08 |
FDRNN | 1,536.00 | 0.04 | 731.73 | 0.07 | 2.80 | 0.04 | −9.38 | −0.03 | 0.08 | 0.10 | 0.05 | 0.04 | −0.08 | −0.10 | 0.05 | 0.12 |
QF-PGN | 3,244.35 | 0.07 | 3,133.76 | 1.88 | 1.94 | 0.05 | 138.34 | 2.00 | −0.08 | −0.11 | 0.28 | 0.37 | −0.03 | −0.05 | 0.17 | 0.50 |
QF-TraderNet Lite | 2,779.64 | 0.17 | 155.66 | 0.04 | 1.56 | 0.04 | 82.40 | 0.54 | 0.58 | 1.69 | 0.61 | 1.31 | 0.20 | 0.65 | 0.02 | 0.03 |
QF-TraderNet Ultra | 8,100.51 | 0.17 | 4,428.00 | 1.52 | 31.24 | 1.49 | 164.38 | 1.44 | 0.64 | 1.16 | 0.92 | 1.31 | 0.57 | 1.11 | 0.36 | 0.97 |
Bold values indicating the best performance in terms of corresponding metrics.