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Strategies & Market Trends : NeuroStock

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To: Simon Thornington who wrote (765)1/17/2000 1:10:00 PM
From: mark_andrews   of 805
 
Hi Simon,

As the formula was given to me, it seems very clear you are correct.

Add up all your influance periods for all stocks in the net. Let's call this number A. You have 2 nodes for your output and let's call this number B

Neurons = SQR( A * B )
This is a rule of thumb. If you are using 2 stocks with a 20 day influance period, your Neurons would need to be 9.

I have found this will keep the nets generalized. The problem I have found with NeuroStock and DeepInsight is they use Linear Regression for the input data of the Network. While this leads to perfect in sample trades, out of sample becomes inefficient.

Best of luck,

Mark
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