Research Article

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

Table 7

Three datasets used for training and testing.

DatasetMKL trainingMKL testingMKL-DE trainingMKL-DE testing

Dataset 1 (2008)Jan. to Jun.Jul. to Dec.Jul. to Sep.Oct. to Dec.
Dataset 2 (2009)Jan. to Jun.Jul. to Dec.Jul. to Sep.Oct. to Dec.
Dataset 3 (2010)Jan. to Jun.Jul. to Dec.Jul. to Sep.Oct. to Dec.