Research Article

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

Table 3

The four subdatasets for model training and model testing.

SubdatasetModel training periodModel testing period

Dataset 12020/Jan.–2020/Dec. (1 year)2021/Jan.–2021/Mar. (3 months)
Dataset 22020/Apr.–2021/Mar. (1 year)2021/Apr.–2021/June (3 months)
Dataset 32020/Jul.–2021/June (1 year)2021/Jul.–2021/Sept. (3 months)
Dataset 42020/Oct.–2021/Sept. (1 year)2021/Oct.–2021/Dec. (3 months)