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The recent article in the Aug 2001 Futures Mag on Matrix Forecasting uses
matrix math.
The linear algebra can be solved quickly in Mathcad. Although it's easy to
do the Linear algebra in Mathematica, the Excel to Mathematica links cost
extra whereas the importing of single files or a "live" link between Excel
and Mathcad is very quick and easy. The graphing capability in Mathcad is
more 'exciting' and is what you usually see in trader's mags.
Most of the available mcd files on the web are Mathcad 6 or 7 and are easily
readable by later versions. My version 2000 pro reads them fine so you
should have no trouble with 2001. Student versions are available quite
inexpensively ... mcd "readers" also appear to be available.
Matrix work looks like a more natural extension to the MS - XL cluster of
programs than neural nets.
Best regards
Walter
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