Research Article
Financial Futures Prediction Using Fuzzy Rough Set and Synthetic Minority Oversampling Technique
Table 7
The hit ratio 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 | 64.05% | 58.96% | 61.54% | 61.25% | 62.60% | 35.00% | 65.15% | | Period 2 | 58.59% | 58.25% | 59.32% | 57.65% | 58.18% | 55.56% | 60.53% | | Period 3 | 58.54% | 60.47% | 59.02% | 62.37% | 61.95% | 50.00% | 63.21% | | Period 4 | 58.59% | 58.95% | 60.00% | 57.00% | 65.22% | 33.33% | 60.65% | | Average | 59.94% | 59.16% | 59.97% | 59.57% | 61.99% | 43.47% | 62.39% |
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