Model

Pairs

RMSE

MAE

MAPE

RNN

GBP/USD

0.022116

0.020246

0.017770

EUR/USD

0.008276

0.007461

0.007584

USD/JPY

2.091997

1.764091

0.012051

USD/ZAR

0.275423

0.263631

0.014701

AUD/NZD

0.005693

0.004293

0.003826

LSTM

GBP/USD

0.017378

0.015948

0.014063

EUR/USD

0.003796

0.003054

0.003117

USD/JPY

1.072977

0.879307

0.005954

USD/ZAR

0.322514

0.312474

0.017475

AUD/NZD

0.003056

0.002676

0.002392

RNN-LSTM

GBP/USD

0.007656

0.006473

0.005756

EUR/USD

0.016708

0.015403

0.015498

USD/JPY

3.443044

3.260152

0.022532

USD/ZAR

0.16525

0.13648

0.007774

AUD/NZD

0.001730

0.001355

0.001210