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Strategies & Market Trends : Neural Nets - A tool for the 90's -- Ignore unavailable to you. Want to Upgrade?

To: Len Giammetta who wrote (111)	6/16/1998 9:49:00 PM
From: Jay Hartzok	Read Replies (1) \| Respond to of 871

Len, No luck at all with it. In fact, I'm almost ready to trash it. After examining their website, I have come to the conclusion that you need "Profit" to make this program work satisfactorily. Jay

To: Len Giammetta who wrote (111)	6/17/1998 10:26:00 AM
From: Optim	Read Replies (1) \| Respond to of 871

>Optim's pretty quiet, must be burning himself out on the new "Profit" program. That's pretty accurate... :) Actually, there is so many parameters and gadgets in the Profit & NGO combination that it is taking me a bit of time to get up to speed with this package. So far I have designed a few nets (S&P 500, Newbridge Networks, Abitibi Consolidated) that have tested really well, but they stop working after a short period. I just figured out how to force NGO to cut down the number of inputs automatically for me, which has increased the out of sample testing significantly. Now I just need to work on my data transformations (modifying O,H,L,C,V to work well with the nets) a bit so that they are more helpful to the nets. The Profit documentation also gave me a few new ideas for NS Trader. After modifying what I was predicting in one of my NS Trader nets, the out-of-sample testing imporved over 100%. My Newbridge net now captured over 200% in the test period Jan1/97 to Dec31/98. This assumes you are willing to short, though. I'll keep you posted... Optim