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

Table 10

Returns with the methods tested (The numbers right to ± is the standard deviation).

Method	Dataset 1 (2008)	Dataset 2 (2009)	Dataset 3 (2010)	Average returns
GA-s	0.0068 ± 0.0230	−0.0454 ± 0.0143	−0.0284 ± 0.0569	−0.0223
GA-m	0.0098 ± 0.0991	−0.0326 ± 0.0286	0.0087 ± 0.0241	−0.0046
Buy and hold	−0.0510	−0.0426	−0.0229	−0.0388
Sell and hold	0.0510	0.0426	0.0229	0.0388
SVM-s	−0.2039	−0.0225	−0.0559	−0.0941
SVM-m	−0.0397	−0.0324	−0.0299	−0.0340
MKL-m	−0.1932	−0.0103	0.0479	−0.0518
MKL-m-t	0.0216	0.0150	0.0048	0.0138
DE-only	0.0035 ± 0.0991	−0.0318 ± 0.0541	0.0082 ± 0.0131	−0.0201
MKL-m-t-DE	0.0673 ± 0.0343	0.0471 ± 0.0362	0.0352 ± 0.0215	0.0498