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Re: Neural Networks



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At 07:10 AM 05/14/2000 -0700, you wrote: 
>>>>
Look at "Profit 2000" from
<http://www.biocompsystems.com>http://www.biocompsystems.com
  
In my opinion, the best NN package, with the best support anywhere.
Caution, be prepared for a long learning curve.
  
jim

>>>>



This program was mentioned here on the list back on April 14 in a post from
"Mindspring" <blee7@xxxxxxxxxxxxxx>. If you go to the website he mentions
below you'll see that he used Biocomp's PROFIT. He is still keeping the
"High Probability.." chart updated.....

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 As a sidenote, I recently developed a S&P 500 futures neural net
that seems to be doing excellantly at predicting the start of major/minor
uptrends +/- a few days, many times acting as a leading indicator (go to my
website www.mindspring.com/~blee7/ and view "High Probabability Long Entry
Setup.gif").   It was last updated as of the close last Friday indicating a
highly probable near term uptrend.  Most movements of the Signal off
the -1.0 base tend to indicate the beginning of a new uptrend, again +/- a
few days.  I plan to update the chart maybe 2-3 times a week just to see how
well it continues to track.  333.gif shows the training data period, 222.gif
shows the testing/validating period and 111.gif shows the true one year
out-of-sample period performance on the the day I developed the model.  Not
an infallable model, but it tends to give decent entry signals.  Like MESA
claims, it tends to work in both trending and nontrending modes.  I have yet
to develop its counterpart, a "Go Short" model. - Regards, Brian

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Best to all -- 

Chuck Engstrom