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I have tried some [most promissing] NN in the past.
My test was quite simple : I ran the algorithm for a 1000-bar famous
stock and saved the result. Then, 10 min later, I ran the same test
on the same stock. The new result was quite different ["quite" means
a "Sell" instead of "Buy"]. I repeated 2-3 more times the test. I
also noticed differences in the NN training series. I carefully
copied my tests and sent them to the NN company with my Best Regards.
I still wait for their reply. I am patient enough but, I am afraid
they will not send any kind of reply. Then I sent a suggestion for
their own use. Instead of running 100 individual NNs for the 100 N100
stocks [and enjoying, perhaps, the perfect 50%-50%], it would be
better to run a composite StochD for the whole N100 market. It was
the day of a bearish MeanStochD divergence and, my NN-less prediction
was the beginning of a [new] downtrend. They didnt make any comment.
I suppose they make money selling NNs. I also suppose they trade the
MeanStochD divergences. But, I have not received any kind of
confirmation for these thoughts. The [absolute] silence of these NN
vendors is, perhaps, the best way to communicate in the 21st century.
Dimitris
PS : If anybody knows an NN which give the same output for 10 tests
on the same 1000-bar data series, please let me know...
If you also know any NN software "understanding" the directionality
of the market, please respond.
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> I'm afraid I have to agree about the worthlessness of NN. Here in
> Japan, with *very* powerful computers, people have attempted to use
> NNs to extract money from the stock market. The market has
extracted
> money from them instead. Mostly, the effort here has been abandoned
> until sometime in the future when there is some kind of fundamental
> change in computing power. Other than that, there are the usual
> collection of hustlers selling black boxes that are just about
> guaranteed to be next to worthless.
>
> The idea that these programs can "learn" in any real sense is simply
> not true. Not in any real sense, and not compared to even how
> chimpanzees learn, let alone human beings. The state of computing
> does not appear to be anywhere near this realm yet. Maybe in
another
> (human) generation or more.
>
> Yuki
>
> Sunday, September 5, 2004, 10:32:07 AM, you wrote:
>
> m> I also vote NO on Neural Networks. The Neural network you were
> m> born with is thousands of times better than any digital Neural
> m> network can ever be. We simply fail to use it as well as
Einstein
> m> used his. Ron D ----- Original Message ----- From:
> m> Michael.S.G. To: amibroker@xxxxxxxxxxxxxxx Sent: Friday,
> m> September 03, 2004 6:52 PM Subject: RE: [amibroker] Re: Neural
> m> Netowrks in AmiBroker
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