Your input space contains 2^300 possible distinct values, yet you provide 3000 (< 2^12) exemplars? Any number of functions will generate your...
I use MATLAB- not for trading, but for data mining at a global bank. It is my tool of choice. I've used SAS quite a bit, but avoid it if at all...
Thanks. Data Mining in MATLAB is mine, and I co-author Data Mining and Predictive Analytics with Dean Abbott. -Will
I have already responded to this post, but remembered afterward that I had written a quick guide to utilizing neural networks here: Family...
That was my point: for model development data, there are no hard and fast rules. I have no idea what type of data or software tools you have...
The 9 samples in a single dimension is just used to illustrate the point. The minimum required samples for constructing a predictive model...
This will depend on any number of factors, but a significance test of confidence interval can be used to assess the quality of performance...
As was suggested, a logistic regression could estimate such a probability, but really any classifier (discriminant analysis, neural network, tree...
Whether this is a route to a successful investment strategy, I cannot say. However, estimation of the probability of the bankruptcy of firms (and...
The correct way to normalize data for this purpose is to do it the same way that you did during training. For example, if the data is normalized...
While neural networks are certainly useful tools, there are other nonlinear modeling algorithms which are much easier to program (like k-nearest...
Consistently? Over an extended period of time? After transaction costs?
Can you explain what you mean by "a mass-univariate approach"? Thanks, Will
...or you could actually address my question?
Let's see how well this logic works in another arena: A machine can't be stronger than its mechanical design that was constructed by a human....
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