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Hello Rizwan,
the two key points with neural networks are
1. Network topology
2. Training with pertinent data
that are the main issues for their application.
First of all, the topology (or network structure) is
NOT uniquely defined by an application and must
therefore be tested - carefully - at least to say.
Otherwise, a network topology will not result in the
desired output of its weighted states. In this way, a
person must investigate a large number of structures
and modifications to obtain a result.
Secondly, the training procedure requires a lot of
sequences to process the input states and to yield
from then weighted output states. For complex network
topologies, a user cannot do this manually but has to
invoke sophisticated methods especially genetic
algorithms. Thus, the design of a genetic algorithm is
mandatory. For example, in practice you can find 50000
or even more training sequences in order to obtain a
fairly stable output.
However, each stock requires a modified topology and
training sequence because stocks vary from one
another. You can also put it in plain words: There is
NO universal solution of neural networks to the stock
market - not even to stocks belonging to the same
industry group!
About 10 years or so, neural network were primary hype
on Wall Street. However, many investors failed by
applications of neural networks and therefore turned
their large furtune into a small fortune -:). This is
the primary reason why almost nobody applies them on
stock trading nowadays.
If you want to go further into the details of neural
networks and their applications to the financial
markets you may refer at
http://www.calsci.com/index.html
http://www.tradingsolutions.com/
Hope that this clarifies the situation somewhat.
Best regards,
Udo
--- rizwankherati <rizwankherati@xxxxxxxxx> wrote:
> Dear Tomasz,
>
> Can we have some offcial word on this issue? Are
> Neural networks
> something on the wish list to included in the
> internal liabrary of
> Amibroker? If yes by when?
>
> Many thanks
>
> Take care
>
> Rizwan
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Michael.S.G."
> <OzFalconAB@xxxx>
> wrote:
> > Anthony,
> > The supplier of the NN would have to
> supply some sort of
> external
> > extentions to their NN. You would then need to put
> these extentions
> into a
> > .dll to run in AB.
> >
> > ATB
> >
> >
> > At 02:56 AM 3/09/2004, you wrote:
> > >Hi:
> > >
> > >I am a newbie, so bear with me if I am asking a
> obvious question.
> How does
> > >one add one's favorite neural network via
> extentions and attached
> it via a
> > >.dll?
> > >
> > >Anthony
> > >----- Original Message -----
> > >From: "Michael.S.G." <OzFalconAB@xxxx>
> > >To: <amibroker@xxxxxxxxxxxxxxx>
> > >Sent: Thursday, September 02, 2004 3:11 AM
> > >Subject: Re: [amibroker] Neural Netowrks in
> AmiBroker
> > >
> > >
> > > > Hello Rizwan,
> > > >
> > > > Answers:
> > > > 1) Yes AmiBroker does support neural networks
> - Or any other
> extention you
> > > > wish to add.
> > > > 2) See #1.
> > > > 3)There is no need to add this function to AB
> internaly - When
> it can be
> > > > done via extention.
> > > >
> > > > Just find you Favorite NN and attach it via
> .dll - Easy as
> pie...........
> > > >
> > > > ATB
> > > > MSG
> > > >
> > > >
> > > >
> > > > At 03:42 AM 2/09/2004, you wrote:
> > > > >Hi,
> > > > >
> > > > >Does AmiBroker support neural networks? If no
> will a new
> version do
> > > > >that? When is this function expected to be
> added?
> > > > >
> > > > >Best regards
> > > > >
> > > > >Rizwan
> > > > >
> > > >
> > > >
> > > >
> > > >
>
>
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