Research Article
Financial Futures Prediction Using Fuzzy Rough Set and Synthetic Minority Oversampling Technique
Table 6
The F1-measure results of the benchmarks and the proposed method SMOTE-FRS.
| | Method | SMOTE-SVM | SMOTE-ANN | SMOTE-RF | SMOTE-XGBoost | SMOTE-MLP | FRS-no-SMOTE | SMOTE-FRS |
| | Period 1 | 68.92% | 65.77% | 60.53% | 61.39% | 65.79% | 38.10% | 65.67% | | Period 2 | 61.31% | 51.69% | 66.67% | 56.10% | 62.30% | 60.00% | 65.12% | | Period 3 | 59.20% | 64.58% | 61.54% | 63.92% | 64.46% | 60.87% | 66.67% | | Period 4 | 53.10% | 60.61% | 57.63% | 66.67% | 72.41% | 50.00% | 66.30% | | Average | 60.63% | 60.66% | 61.59% | 62.02% | 66.24% | 52.24% | 65.94% |
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