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. 2021 Oct 29;4:749878. doi: 10.3389/frai.2021.749878

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.