Forecast

Naïve Strategy

MACD

ARMA

Deep Belief Network

ANFIS model

MAE

0.0231

0.2110

0.0190

0.0132

0.0120

MAPE

148.21%

192.72%

156.66%

98.91%

86.21%

RMSE

0.0446

0.0456

0.0342

0.0187

0.0200