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Advances in Mathematical Physics
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Advances in Mathematical Physics
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2022
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Article
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Tab 4
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Research Article
Financial Futures Prediction Using Fuzzy Rough Set and Synthetic Minority Oversampling Technique
Table 4
The design of label, threshold, trading signal, and leverage of the trading strategy for the proposed method.
Label
Level threshold
Trading signal
Leverage
0
No trading
N/A
1
Long
1
2
Long
2
3
Short-selling
1
4
Short-selling
2