Research Article

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

Table 6

DE parameter vector design.

NoValueDescription

13 to 10parameter for 1-hour RSI
23 to 10parameter for 2-hour RSI
33 to 10parameter for 30-min RSI
40 to 2buy threshold
50 to 2sell threshold
60 to 1weight value for 1-hour RSI
70 to 1weight value for 2-hour RSI
80 to 1weight value for 30-min RSI