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

Table 9

List of the methods tested.

Method	Description
GA-s	Trade based on the trading rules optimized by GA, with one RSI input
GA-m	Trade based on the trading rules optimization by GA, with three RSI input
Buy and hold	Buy and hold until the end point of a period
Sell and hold	Sell and hold until the end point of a period
SVM-s	Trade based on SVM prediction, with one FX pair input
SVM-m	Trade based on SVM prediction, with three FX pairs input
MKL-m	Trade based on MKL prediction, with three FX pairs input
MKL-m-t	Trade based on SignalMKL
DE-only	Trade based on SignalRSIs (parameters are optimized by DE)
MKL-m-t-DE	Trade based on Signaltrading