Goodness of fit of ANN, ANN-DCC-GARCH models for BTC
| Periods | Models | Accuracy rate | Accuracy rate for buying | Accuracy rate for selling |
|---|---|---|---|---|
| 2014–2018 | Model 1 | 0.6458 | 0.7656 | 0.4980 |
| Model 2 | 0.7654 | 0.8230 | 0.6943 | |
| Model 3 | 0.7654 | 0.8328 | 0.6822 | |
| Model 4 | 0.8071 | 0.8738 | 0.7247 | |
| 2014–2021 | Model 1 | 0.6291 | 0.8126 | 0.4116 |
| Model 2 | 0.7036 | 0.7782 | 0.6151 | |
| Model 3 | 0.6881 | 0.7792 | 0.5802 | |
| Model 4 | 0.7312 | 0.8518 | 0.5884 |
| Periods | Models | Accuracy rate | Accuracy rate for buying | Accuracy rate for selling |
|---|---|---|---|---|
| 2014–2018 | Model 1 | 0.6458 | 0.7656 | 0.4980 |
| Model 2 | 0.7654 | 0.8230 | 0.6943 | |
| Model 3 | 0.7654 | 0.8328 | 0.6822 | |
| Model 4 | 0.8071 | 0.8738 | 0.7247 | |
| 2014–2021 | Model 1 | 0.6291 | 0.8126 | 0.4116 |
| Model 2 | 0.7036 | 0.7782 | 0.6151 | |
| Model 3 | 0.6881 | 0.7792 | 0.5802 | |
| Model 4 | 0.7312 | 0.8518 | 0.5884 |
Source(s): Authors' computation
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