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Strategies & Market Trends : NeuroStock

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To: CatLady who wrote (275)10/22/1998 9:49:00 AM
From: Optim  Read Replies (3) of 805
 
Hi Catlady,

Thanks for the response.

The 3 year version trained much faster. Has anyone else tried this? What did you find?

After playing with NS some more (a total of 40 nets) only four worked the way I had previously mentioned. I actually much more success extending the training time as Jay, Len and yourself have mentioned. I apologize if I lead anyone offtrack with my previous recommendation and I will be sure to scrutinze my results more thoroughly in the future.

Having said that, has anyone experimented with the number of neurons? I have trained a number of nets using less than 20 and find that within 20 minutes I know if a net is good or not. Out of sample results for a 4 month period are excellent, which gives me confidence in retraining up to the current date and trading on the nets recommendations. It also has a major benefit: significantly decreased training time.

I will be experimenting with increasing the number of neurons for a number of nets watching the out of sample period for any indication of memorization. Again, until I have concrete answers I will keep my results to myself! ;-)

Optim
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