Research Article

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

Table 3

Conditions for issuing the MKL signal.

NoCombined MKL signal
( )
Conditions

1No tradeMKL-up = 1 and MKL-down = 1
2No tradeMKL-up = −1 and MKL-down = −1
3BuyMKL-up = 1 and MKL-down = −1
4SellMKL-up = −1 and MKL-down = 1