Forecasting the Direction of Short-Term Crude Oil Price Changes with Genetic-Fuzzy Information Distribution

Table 6

The forecasting result of the geometric random walk with a dynamic drift.

Series	m	RMSE	D
Brent	4	0.016	0.45
Brent	5	0.0149	0.55
Brent	6	0.0145	0.55
WTI	4	0.0167	0.5
WTI	5	0.0157	0.5
WTI	6	0.0153	0.45

The bold estimators are optimal.