研究文章
金融期货预测使用模糊粗糙集和合成少数过采样技术
|
| 方法 |
SMOTE-SVM |
SMOTE-ANN |
SMOTE-RF |
SMOTE-XGBoost |
SMOTE-MLP |
FRS-no-SMOTE |
SMOTE-FRS |
|
| 期1 |
64.05% |
58.96% |
61.54% |
61.25% |
62.60% |
35.00% |
65.15% |
| 第二阶段 |
58.59% |
58.25% |
59.32% |
57.65% |
58.18% |
55.56% |
60.53% |
| 期3 |
58.54% |
60.47% |
59.02% |
62.37% |
61.95% |
50.00% |
63.21% |
| 期4 |
58.59% |
58.95% |
60.00% |
57.00% |
65.22% |
33.33% |
60.65% |
| 平均 |
59.94% |
59.16% |
59.97% |
59.57% |
61.99% |
43.47% |
62.39% |
|
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