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PureBytes Links
Trading Reference Links
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ai / nn trading toolboxes galore here they come:
www.deepinsight.com
www.biocompsystems.com
www.calsci.com
http://junior.apk.net/~lake/
http://www.wetradefutures.com/capital_markets_more.htm
http://www.neuraltrading.com/
http://sunflower.singnet.com.sg/~midaz/
http://www.nd.com/
http://www.wardsystems.com/
http://www.financialtimingmodels.com/
there is more...
there is also a magazine:
http://ourworld.compuserve.com/homepages/ftpub/jcif.htm
also check this out for NFL links that has it all:
http://elve.le.ttu.ee/parveto_www_home/MESEL/R&D/NEUROFUZ/RESSOURC.HTM
Pierre,
i am still evaluating your package... so i can not comment
on it.
*my favorite is this tool:
www.sdi-inc.com link is out they might have moved or down
if someone could let me know if they moved.
anyway, it's ga based app called E.
you give it a set of price data and a set of inputs ( price derivatives or
indicators ) and you let it run. it trains based on max profit and
when it's done and found the best solution it outputs:
- variables
- functions
- rules!
now, that's something, especially rules...
now if you explore it long enough you can find some rules that could
point you to a theoretical solution...
also you can code those rules right into TS. ie the program finds the
best rules, variables and functions for you...
the tool is still in it's infancy but - what a tool and what a concept!!!
smoking... this is what research should be...
they call it "stock trader scoring" ie. each hypothetical trader is evolved
based on the amount of money "he" accumulates. when the best trader
( solution ) is found - it spits out the rules by which the most money was
made...
it's used now in chemical engineering, electronic circuit design, etc.
f...king thing can generate a complex circuit based on desired input and
output
without human interference just by using a set of available basic circuits
( set of available functions ). what a concept... what a tool...
bilo.
----- Original Message -----
From: pierre.orphelin <pierre.orphelin@xxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, August 18, 2000 7:25 PM
Subject: Re: Re: Fuzzy Logic vs. System Dynamics
----- Message d'origine -----
De : Bilo Selhi <citadel@xxxxxxxxxxxx>
À : <omega-list@xxxxxxxxxx>
Envoyé : vendredi 18 août 2000 23:39
Objet : Re: Re: Fuzzy Logic vs. System Dynamics
> i am attaching a zip file that contains a txt
> file with in depth views about nns, fls, etc
> and trading system design in general...
> in layman's terms ( sorry it's over 15k limit )
>
> bilo.
> ps. i checked out sirtrade and safir...
>
>
I have also checked your text ( all , yes, I can read very fast, even in
english)
Overall interesting,but I disagree with this assumption:
<<HYBRIDS:
there are plenty of those that combine FL and NN in one package.
the key word is neurofuzzylogic. or NN, FL and GA and you get
a neurofuzzylogic optimizer... most of those tools are designed
to curvefit the crap out data by any means, be it tweaking the inputs
to get the desired outputs or tweaking the insides of the nn or the rules
or all of the above to get the desired outputs to create an illusion
of something that's working...
basically they are a fad designed for sale.
they are poor as modeling tools since they are not designed for that
purpose.
the more non-linear the tool becomes the easier it gets to curver fit the
data...>>
First , there are not so much tools available in the neurofuzzy logic (NFL)
field.
Second, f it does not generalize, this means that the data set was not
correct or the problem impossible to solve.
Unlike what you think, using NN in the background of FL greatly helps ( we
have performed tests here on both when building the NFL engine).
The result is that plain FL is unable to properly learn anything that has no
solution.
The NN alone can ( but will of course never generalize).
The NFL structure is in between but closer of the FL than the NN in terms of
results.
It only provides an advantage over complex non linear problems, and keeps
the barrier against overfitting that FL is.
Because of the NN structure that acts at every step of th FL process ( I
cant say more) it's FL assisted by NN, not a FL engine and a NN added
It's not a FL inputs coding to load a NN in the background).
If you are not yet convinced, try the following:
Build a training set with 4 indicators that do not work with NFL a la
Safir-X ( this is of course possible).
Take the same file and train with a plain FL system: It will not work too.
Train it with a NN: They are chances that it will work.
In all of the 3 cases above anything will fail on unseen data.
Then draw then your own conclusions.
That's aside, the toolbox is maybe a good idea... for people who like
research.
But is it the case of anyone here who wants to take advantage from this
technology ?
Rgds
PO
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