Research Article
Integrated Model of Multiple Kernel Learning and Differential Evolution for EUR/USD Trading
Table 2
Output labels for MKL up-trend and down-trend classifiers.
| | MKL classifier | MKL-trend signal | Conditions |
| | MKL-up trend | MKL-up = +1 | If the actual change rate is greater than the upward trend threshold value | | MKL-up = −1 | If the actual change rate is less than the upward trend threshold value |
| | MKL-down trend | MKL-down = +1 | If the actual change rate is less than the downward trend threshold value | | MKL-down = −1 | If the actual change rate is greater than the downward trend threshold value |
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