Research Article

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

Table 8

Friedman test on the hit ratio results for the proposed method SMOTE-FRS against the benchmark methods.

Compared modelsSignificant 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 FRS-no-SMOTE