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
表9
积累的返回结果SMOTE-FRS的基准和拟议的方法。
|
| 方法 |
SMOTE-SVM |
SMOTE-ANN |
SMOTE-RF |
SMOTE-XGBoost |
SMOTE-MLP |
FRS-no-SMOTE |
呸 |
长官 |
SMOTE-FRS |
|
| 期1 |
3.28% |
﹣0.35% |
﹣2.08% |
﹣11.23% |
0.15% |
﹣1.05% |
﹣2.62% |
2.42% |
6.49% |
| 第二阶段 |
﹣2.55% |
﹣3.40% |
﹣6.38% |
﹣1.28% |
﹣14.46% |
0.18% |
7.98% |
﹣8.18% |
5.90% |
| 期3 |
﹣11.63% |
4.25% |
﹣13.16% |
0.39% |
2.31% |
﹣4.18% |
3.00% |
﹣3.20% |
6.25% |
| 期4 |
﹣1.79% |
﹣7.44% |
﹣9.67% |
﹣4.64% |
﹣3.91% |
﹣0.53% |
4.55% |
﹣4.75% |
6.80% |
| 平均 |
﹣3.17% |
﹣1.74% |
﹣7.82% |
﹣4.19% |
﹣3.98% |
﹣1.40% |
3.23% |
﹣3.43% |
6.36% |
|
|
