Time Series Forecasting on exchange_rate (0.5-risk accuracy)
2.560.5-Risk AccuracyGARCH
Evaluation results
| Method | Links | |
|---|---|---|
| GARCH2024.02 | 2.56 | |
| GPVartime-dependent errors=w/o2024.02 | 1.09 | |
| GPVartime-dependent errors=w/2024.02 | 0.95 | |
| Transformertime-dependent errors=w/o2024.02 | 0.6 | |
| Transformertime-dependent errors=w/2024.02 | 0.56 | |
| VAR2024.02 | 0.49 |