|
PureBytes Links
Trading Reference Links
|
Bill / Buttha,
I'm quite familiar with NN's. In the past I've tested every product
there was and/or followed postings from places that touted the
results all of which fell on their face pretty quickly. I'd like
nothing better then to see for example the results of using NN's to
trade NDX/QQQ. Set it up to use whatever input data you want for as
long as you want prior to 9/11/01 as train / test etc. data and when
you are satisified with the results run it on out of sample for
9/11/01 to current and post the results.
As far as what this product wants in terms of file format, it's
nothing more then a comma delimited file is it ? Setting it up
through NExpert is pretty simple.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, buttha <buttha_private@xxxx> wrote:
> At 01.39 13/02/03 +0000, you wrote:
>
> >I just love the "idea" of NN's except for the fact that what you
wind
> >up with is usually a black or at best a gray box
>
> It may sounds strange to you, but I started using NN just for the
> "black-box" idea:
> what I tought is: "there may be a 'strange' use of data that can
build a
> good trading system, but this strange combination may be very
> controintuitive and may be achieved only with a long and difficult
> computation".
> May be interesting to understand how a black blox works but, for
me, it's
> much more important that black box works correctly and gives me a
very good
> trading system. I've never seen performances like the ones achieved
by my
> NN systems.
>
> >and that I've yet to
> >see any NN model that did anything worth talking about on out of
> >sample data
>
> when you train a neural network, you work with, at least, two set
of data:
> train data and cross validation data (there are, also, test data).
> While you train the network with train data, at the same time you
test it
> on cross validation data i.e. NN is trained with a set of data and
is
> tested on data never seen by the network. The performance, and stop
> criterion, are based on the network performance achieved with cross
> validation data i.e. data never seen before.
>
> >As far as Neurosolutions offerings I can't the demo of their
product
> >to crunch numbers even when supplied with fairly simple inputs. It
> >just hangs.
>
> Not to me: NN works correctly to me. It may be problems with data
(or file)
> format.
>
> regards
> Buttha
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|