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 |