Integrated Model of Multiple Kernel Learning and Differential Evolution for EUR/USD Trading

Table 1

Features for each kernel.

No.	Feature
1	MACD-value at time 𝑡
2	MACD-signal at time 𝑡
3	MACD-value at time (𝑡−1)
4	MACD-signal at time (𝑡−1)
5	MACD-value at time (𝑡−2)
6	MACD-signal at time (𝑡−2)
7	MACD-value at time (𝑡−3)
8	MACD-signal at time (𝑡−3)
9	MACD-value at time (𝑡−4)
10	MACD-signal at time (𝑡−4)
11	MACD-value at time (𝑡−5)
12	MACD-signal at time (𝑡−5)
13	MACD-value at time (𝑡−6)
14	MACD-signal at time (𝑡−6)
15	MACD-value at time (𝑡−7)
16	MACD-signal at time (𝑡−7)