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

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To: alan von weiler who wrote (36)1/7/1998 6:00:00 PM
From: Optim  Read Replies (3) of 871
 
>That is my story. How many neurons are you running? My confidence
>rates run around 70% to 82% but I don't know if that is good or I
>should try for more.

Wow! The best confidence rate I have achieved is in the low 60's. I find that when I use a shorter training period (about 1 year) I get better confidence levels. That's why I am in the process of redoing a number of nets I built previously. I had used 5 years of data, and now that I think about it, that is way too much for the type of short-term trading patterns I want the net to pick up. I am running the 100 neuron Genetic Algorithm version. I started with the 40 neuron, moved up to 80, and finally upgraded to 100G in early December. I have to admit though, I really haven't put the program through its paces yet. I will in the next month or so...

I assume that because you are looking at Canadian stocks you are a fellow Canuck? Nice to see some familiar facess... :)

Optim
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