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Strategies & Market Trends : NeuroStock

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To: Bob Anderton who wrote (510)12/28/1998 10:49:00 AM
From: Jay Hartzok  Read Replies (2) of 805
 
Bob,

I've decided to go ahead a spring for the NS40 commercial

Good choice.

I've been training with 1 1/2 years of data and using 7 months of verification data

You should use more data, at least 2 years or more. Your verification period may be too long. For the best accuracy, I believe the net should see the August market decline in the training period.

It does seem like the predicted vs actual plots look more like a snowstorm than a diagonal line

Reason being, too few neurons and not enough data inputs.

The error distribution is a nice tight peak at zero however. What does this mean?

It means the net has latched on to some type of a predictable pattern.

Jay
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