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%