Research on Financial Risk Prediction Based on Improved Random Subspace

Table 2

Experimental results of type I error and type II error under different characteristics, different methods, and different time panels.

Characteristic	F1		F2		F3		F1 + F2		F2 + F3		F2 + F3		F1 + F2 + F3
Method	I	II	I	II	I	II	I	11	I	II	I	II	I	11
SVM	22.67	36.05	36.00	54.73	24.51	37.76	19.38	33.70	21.66	31.03	22.15	31.52	18.26	30.84
Bagging	6.64	13.20	8.13	37.83	7.25	25.69	6.03	16.06	4.17	18.22	6.37	12.12	3.72	17.23
RS	6.31	19.42	8.09	24.41	7.33	23.92	6.01	9.09	5.16	28.04	6.04	20.76	4.01	15.92
WFAIB_RS	6.28	18.72	8.09	24.41	5.21	21.00	6.16	17.53	3.84	22.30	3.73	20.05	5.17	9.06
SVM	22.71	30.34	35.81	54.01	24.28	39.13	2136	34.34	2164	29.67	21.92	29.81	18.62	27.05
Bagging	6.71	12.86	8.01	37.45	6.90	28.31	6.23	17.74	5.82	17.73	5.26	9.81	2.86	1932
RS	6.46	19.04	7.92	24.51	7.14	24.27	6.42	13.78	4.39	14.02	5.86	15.76	3.58	1469
WFAIB_RS	6.24	17.48	8.01	24.20	4.96	11.78	6.51	14.14	11.84	4.76	4.76	13.72	2.79	8.68
SVM	23.41	36.92	35.99	54.05	23 59	31.35	22.69	32.86	21.55	28.78	20.92	31.76	18.03	24.85
Bagging	6.51	16.68	8.02	38.53	6.73	22.92	5.34	15.91	3.90	16.88	5.24	9.79	2.68	11.38
RS	6.45	18.49	7.98	24.44	7.08	22.73	6.26	12.28	3.61	10.84	4.33	8.34	3.02	8.77
WFAIB_RS	6.43	18.61	7.86	25.25	3.92	7.80	5.47	16.71	3.32	10.14	3.64	8.06	1.92	7.41