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>
> A Neural Net working in conjunction with the correct set of data, which
> would need to present to the NN a wide variety of input data
configurations
> (about 30 configurations of input data), and most important, providing a
> feedback loop of historical performance versus desired performance, one
> should be able to create a self optimizing system.
>
Self-optimizing in terms of resolving the past... perhaps.
With all due respect, a feed-BACK loop is no different in system trading as
in audio circuit design IMHO, it still does not solve the problem of
"prediction". An audio feedback loop does not know what "error" it will
encounter in the future, it merely corrects for this moment (and therefore
all historic moments)... and, there is lag in such a system... and, you
can't make money trading a single moment without some idea (pattern or
statistical or otherwise) what future moments might hold.
Best regards,
Gene Pope
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