[Retracted] Exchange Rate Forecasting Based on Deep Learning and NSGA-II Models

Table 3

Comparison of the summary results of the three models.

Datasets	Deep leaning MSE	SVR MSE	SAE-SVR MSE	Promoted (%)	Deep learning MAE	SVR MAE	SAE-SVR MAE	Promoted (%)
1EURUSD	2.7307e − 04	0.0026098	2.88E−04	−5.60	0.0122	0.0399	0.02234	−83.11
2GBPUSD	6.8046e − 04	0.0011528	6.09E−04	10.51	0.0193	0.0272	0.01169	39.43
3AUDUSD	2.3025e − 04	0.0003145	1.95E − 04	15.22	0.0113	0.0143	0.01012	10.44
4EURGBP	2.6657e − 04	0.0015129	2.51E − 04	5.72	0.0122	0.0307	0.01149	5.82
5USDCAD	1.3537e − 04	0.0022363	1.82E − 04	−34.15	0.0085	0.0332	0.00922	−8.47
6EURCAD	2.9867e − 04	0.0005757	1.44E − 04	51.94	0.0126	0.0189	0.00984	21.90
7GBPCAD	2.2838e − 04	0.0007986	2.40E − 04	−5.00	0.0167	0.0215	0.01808	−8.26
8AUDCAD	4.8400e − 04	0.00068021	1.57E − 04	67.65	0.0167	0.0198	0.01089	34.79
9EURAUD	1.3568e − 04	0.00024962	4.12E − 05	69.66	0.0084	0.0114	0.00513	38.93
10GBPAUD	2.1326e − 04	0.00062255	2.77E − 04	−29.73	0.0109	0.0191	0.01465	−34.40
11USDJPY	1.4181e − 04	0.00465398	2.12E − 04	−49.77	0.0088	0.0567	0.01577	−79.20
12EURJPY	2.7442e − 04	0.00034466	7.06E − 05	74.29	0.0120	0.0142	0.00655	45.42
13GBPJPY	1.9389e − 04	0.00141236	9.14E − 05	58.26	0.1299	0.0299	0.0082	93.69
14CADJPY	4.2757e − 04	0.00055366	1.70E − 04	60.21	0.0149	0.0177	0.00939	36.98
15AUDJPY	3.6397e − 04	0.0002919	5.06E − 05	86.11	0.0136	0.0129	0.0089	34.56
16USDCHF	2.8011e − 04	0.0009669	3.42E − 05	87.80	0.0101	0.0154	0.00788	21.98
17EURCHF	1.9228e − 04	0.0022557	7.01E − 05	63.56	0.0061	0.0304	0.0049	19.67
18GBPCHF	3.0714e − 04	0.0010526	9.99E − 05	67.46	0.0103	0.0155	0.00541	47.48
19CADCHF	2.9759e − 04	0.00111476	4.82E − 05	83.81	0.0107	0.0208	0.00978	8.60
20AUDCHF	4.1407e − 04	0.0015979	9.80E − 05	76.33	0.0129	0.0268	0.01181	5.45
21CHFJPY	2.2217e − 04	0.0014423	4.14E − 05	81.35	0.0086	0.0224	0.00835	2.91
22USDCNY	8.7996e − 05	0.00103769	3.11E − 04	−253.22	0.0061	0.0135	0.0099	−62.30
23EURCNY	2.2732e − 04	0.0017301	2.94E − 04	−29.22	0.0110	0.0318	0.01578	−43.45
24GBPCNY	4.5092e − 04	0.00052641	1.68E − 04	62.79	0.0149	0.0163	0.01114	25.23
25CADCNY	1.7722e − 04	0.0045405	3.20E − 04	−80.78	0.0097	0.0536	0.01675	−72.68
26AUDCNY	2.3929e − 04	0.00255696	3.63E − 4	−51.88	0.0118	0.0403	0.01772	−50.17
27JPYCNY	1.9699e − 04	0.00255696	1.32E − 04	33.10	0.0099	0.0349	0.00086	91.31
28CHFCNY	0.0187	0.0316333	1.92E − 05	99.90	0.0886	0.1728	0.00438	95.06
Sum	—	—	—	610.92	—	—	—	240.61