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Strategies & Market Trends : Neural Nets - A tool for the 90's
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To: mark_andrews who wrote (831)9/14/2000 3:19:07 PM
From: F Robert Simms  Read Replies (1) of 871
 
Here is a model that was done by Chad.

transport.caltech.edu

It held for a couple of years. I expect that he built it in the late fall of 99. He has 2 years out of sample. I expect it wasn't all out of sample as he selected it by choosing this model as one that had held up for a while and rejected models that didn't hold up in out of sample data.

I expect models that use a lot of TA indicators will probablly hold up for quite a while.
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