Research Article
Integrated Model of Multiple Kernel Learning and Differential Evolution for EUR/USD Trading
Table 8
Trading and testing periods for MKL and DE.
| | Period | Process | Length of period |
| | 1 | MKL learning | 3000 trading hours (around 6 months) | | 2 | MKL testing (prediction) | 3000 trading hours (around 6 months) | | 2-1 | MKL-DE training | 1500 trading hours (around 3 months) | | 2-2 | MKL-DE testing (trading) | 1500 trading hours (around 3 months) |
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