Financial Futures Prediction Using Fuzzy Rough Set and Synthetic Minority Oversampling Technique

Table 10

The results of the Friedman test on accumulated return for SMOTE-FRS against the benchmark methods.

Compared models	Significant level
SMOTE-FRS versus SMOTE-SVM
SMOTE-FRS versus SMOTE-ANN
SMOTE-FRS versus SMOTE-RF
SMOTE-FRS versus SMOTE-XGBoost
SMOTE-FRS versus SMOTE-MLP
SMOTE-FRS versus BAH
SMOTE-FRS versus SAH
SMOTE-FRS versus FRS-no-SMOTE