Neural Nets - A tool for the 90's Message Board

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Strategies & Market Trends : Neural Nets - A tool for the 90's

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To: Optim who wrote (722)	3/28/2000 8:23:00 PM
From: xu, b.	Read Replies (1) of 871

Optim, Just a quick thought on intermarket analysis. If a scatter plot shows correlation between two sets of data (small cap vs. large cap for example), it may worthwhile to test it with NN. I am still a beginner in NN. I tried a combination of weekly data (MACD) and daily data (stoc, RSI, volume, RS vs. SPX...) to predict the percentage change of MA5 (and MA20) 5 days in the future and/or daily MACD. Not much luck so far. I tried 1 hidden layer, 2 hidden layers and three layers. The number of inputs varies from 5-11. Output layer has 1 or 2 nodes. Not much luck so far. It's funny that the highest contribution is from an input like C/MA20 which should be choppy compare to some smoothed indicators such as weekly MACD. From your post, I have a feeling that my prediction is too short in timeframe. Is there any NN in public domain that I can take a peek and get some inspiration? Brainmaker I ordered has an old user interface. Their book is an excellent intro one for me. I prefer Qnet2k so far. It offers an automatic normalization of inputs. I still plan to hold off my purchase of NS Trader or Profit until I really understand NN. Bai

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