Research Article
Algo-Trading Strategy for Intraweek Foreign Exchange Speculation Based on Random Forest and Probit Regression
Table 1
The effect of number of trees to MSE (Mean Square Error) and MAE over 70 days.
| | Number of Trees | 100 | 300 | 500 | 700 |
| | MSE | 1.257 10−5 | 1.1102 10−5 | 1.0922 10−5 | 1.1129 10−5 | | MAE | 1,301 10−4 | 1,189 10−4 | 1,184 10−4 | 1,191 10−4 | | % VAR explained | 99.78 | 99.81 | 99.81 | 99.80 |
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