Table 2: The parameter setup for TBSM and SVR by DOEs (design of experiments).

ApproachParameterValueExplanation

TBSMThreshold0.1 to 1 The difference of price at uptrend or downtrend
TBSMX_Thld0.1 to 1 The difference of days at hold trend
TBSMY_Thld0.1 to 1 The difference of price at hold trend
SVRC to Cost
SVR to Epsilon
SVRd to Degree
SVRg21 to 24Gamma