[Retracted] Exchange Rate Forecasting Based on Deep Learning and NSGA-II Models

Table 2

Forex portfolio scenarios based on NSGA-II algorithms.

Portfolio options	EUR; USD	GBP; USD	AUD; USD	EUR; GBP	USD; CAD	EUR; CAD	GBP; CAD	AUD; CAD	EUR; AUD	GBP; AUD
1	0	0	3.75%	0	0	0	0	0	0	0
2	0	0	3.59%	0	0	0	0	0	0	0
3	0	0	3.36%	0	0	0	0	0	0	0
4	0	0	3.34%	0	0	0	0	0	0	0
5	0	0	3.25%	0	0	0	0	0	0	0
6	0	0	3.08%	0	0	0	0	0	0	0
7	0	0	2.85%	0	0	0	0	0	0	0
8	0	0	2.80%	0	0	0	0	0	0	0
9	0	0	2.76%	0	0	0	0	0	0	0
Portfolio options	USD; JPY	EUR; JPY	GBP; JPY	CAD; JPY	AUD; JPY	USD; CHF	EUR; CHF	GBP; CHF	CAD; CHF	AUD; CHF
1	5.15%	0.01%	0.28%	78.50%	0.52%	3.63%	0	0.87%	1.85%	0.20%
2	6.32%	0.07%	0.28%	69.01%	0.73%	3.77%	0	1.26%	1.65%	0.25%
3	7.66%	0.18%	0.25%	54.07%	4.75%	3.93%	0	1.87%	1.34%	0.32%
4	7.82%	0.19%	0.25%	52.90%	4.68%	3.95%	0	1.92%	1.31%	0.33%
5	7.31%	0.21%	0.27%	49.77%	0.97%	4.05%	0	2.08%	1.22%	0.33%
6	6.70%	0.26%	0.25%	39.07%	1.04%	4.20%	0	2.53%	0.96%	0.36%
7	11.79%	0.41%	0.25%	27.71%	1.26%	4.34%	0	2.97%	0.84%	0.48%
8	11.04%	0.41%	0.24%	22.68%	5.27%	4.38%	0	3.27%	0.67%	0.48%
9	12.13%	0.44%	0.26%	22.63%	1.33%	4.43%	0	3.18%	0.73%	0.50%
Portfolio options	CHF; JPY	USD; CNY	EUR; CNY	GBP; CNY	CAD; CNY	AUD; CNY	JPY; CNY	CHF; CNY	ER(X)	SD(X)
1	0.16%	0	2.23%	1.85%	0.53%	0.57%	0	0	0.016146	0.009088
2	0.24%	0	2.26%	2.62%	7.35%	0.70%	0	0	0.014967	0.008605
3	0.43%	0	2.37%	3.45%	15.21%	0.90%	0	0	0.013532	0.008071
4	0.44%	0	2.37%	3.55%	16.12%	0.92%	0	0	0.013375	0.008005
5	0.40%	0	2.32%	3.84%	23.09%	0.97%	0	0	0.012356	0.007590
6	0.46%	0	2.34%	3.70%	34.03%	1.10%	0	0	0.010708	0.006995
7	0.67%	0	2.40%	6.37%	36.42%	1.27%	0	0	0.009864	0.006491
8	0.71%	0	2.47%	5.97%	38.32%	1.34%	0	0	0.009543	0.006455
9	0.67%	0	2.41%	6.86%	40.33%	1.34%	0	0	0.009190	0.006224