Table 4.
RNN-LSTM AIC Result for Train and Validation Result for Euro, Pound Sterling and US Dollars
|
|
Euro |
Pound Sterling |
US Dollars |
|
|
| Structure of the LSTM Model |
AIC of Training |
AIC of Testing |
AIC of Training |
AIC of Testing |
AIC of Training |
AIC of Testing |
|
|
| p = 1, q = 1 |
5.44 |
5.65 |
5.56 |
5.64 |
4.32 |
4.64 |
|
| p = 5, q = 1 |
3.56 |
3.71 |
3.88 |
3.92 |
2.76 |
2.97 |
|
| p = 10, q = 1 |
3.12 |
3.22 |
3.40 |
3.82 |
2.22 |
2.67 |
|
| p = 20 q = 1 |
3.32 |
3.39 |
3.33 |
3.91 |
2.51 |
2.74 |
|
| p = 40, q = 1 |
3.05 |
3.49 |
3.46 |
3.83 |
2.35 |
2.53 |
|
| p = 80, q = 1 |
7.21 |
8.12 |
9.32 |
9.93 |
2.69 |
2.94 |
|
| p = 4, q = 4 |
6.63 |
6.92 |
7.75 |
7.92 |
5.31 |
5.59 |
|
| p = 8, q = 8 |
6.92 |
7.11 |
7.87 |
8.02 |
5.42 |
5.88 |
|
| p = 4, q = 40 |
6.64 |
6.93 |
7.54 |
7.74 |
6.42 |
7.03 |
|
| p = 8, q = 80 |
5.31 |
5.66 |
6.11 |
6.63 |
5.87 |
6.34 |
|
|
|
|
