FSA-based Models Outperform Non-FSA Models in Stock Market Prediction

If we compare the FSA-based model performances to the other models, we see that at least one FSA-based model significantly outperformed all non-FSA models on 3 out of the 10 datasets (TTH, S&P500 and GLD). In contrast, the non-FSA models including the Boruta-based models never outperformed the FSA based models significantly.