Mark Jurik – Neural Networks & Financial Forecasting

Learn method for constructing neural nets

Apply new sorts of indicators

This is a certain assortment of revealed and unpublished technical studies by Jurik Research & Consulting. The writer explains with superb readability each neural networks and fuzzy logic, in addition to strategies and tips on forecasting that Jurik Research reveals to its greatest shoppers.

For instance, top-of-the-line methods to enhance forecast reliability is to cut back the variety of inputs to a mannequin. But in style approaches (elimination by pairwise correlation evaluation or sensitivity evaluation) are fraught with pitfalls. Discover the proper process and the way straightforward it’s to carry out.

You will learn to …

keep away from months of trial and error experiments

make superior technical indicators

examine industrial neural community packages

put together your knowledge for time sequence forecasting

preprocess knowledge 4 essential methods

grade the efficiency of a buying and selling system, … and extra.

Contents

Wall Street Forecast with a Neural Network – extremely acclaimed introduction to how neural networks work and methods to apply them on monetary spreadsheets to forecast market exercise.

Consumer Guide to Software for Smart Forecasting – Reviews quite a few software program modeling packages for each their person pleasant options and talent to forecast 30 yr Treasury Bond costs.

Indicator Development points within the Space Domain – Reveals many superior strategies for making monetary knowledge discuss. This report has been hailed as a mannequin of lucidity, revealed in AI in Finance and the e-book Virtual Trading.

Methodology Report #1: Train efficiency versus Test Performance – Is a mannequin’s efficiency on knowledge set A throughout coaching much less or extra essential than its efficiency on knowledge set B after coaching has completed? You’ll be shocked!

Methodology Report #2: Partitioning the Data Set – Partitioning monetary time-series knowledge for coaching and testing fashions will not be a trivial matter as a result of complicated habits of the markets.

Methodology Report #3: Scoring a Trading System – A approach to consider the standard of a buying and selling system by operating its income and losses although a novel perform that produces a single quantity. Ideal for genetic algorithm improvement of monetary buying and selling programs.

Application Note #1: Optimal Phase in Crossover Moving Averages – Shows how noisy oscillators can rob you of excellent trades and methods to get optimum lag in a transferring common by relating lag to section angles of monetary cycles.

Application Note #2: Efficient Trading with Adaptive Moving Averages – Shows methods to enhance the smoothness of an exponential transferring common with out inducing vital lag, after which compares the outcome with Jurik’s transferring common.

Estimating Optimal Forecast Distance utilizing Chaos Analysis – Shows methods to estimate the optimum distance sooner or later to forecast. Report applies arithmetic to T-Bond knowledge, however could be utilized to all markets.

Neural Networks and Regression – Addresses generally requested questions on the distinction between neural networks and normal linear regression.

Introduction to a Neural Network Algorithm – Simple mathematical rationalization of the most well-liked neural internet algorithm on the planet at this time, Back-Propagation.

Executive Overview of Neural Nets and Fuzzy Logic – A intuitive strategy to describing these applied sciences with little math and many footage.

Technical Discussion of Neural Nets and Fuzzy Logic – A novel approach of unifying virtually all neural internet architectures. The fuzzy logic report can also be very intuitive and by no means complicated. Just the correct amount of math, footage and analogies.

Some Problems with the Back-Error Propagation Method – Although in style for its simplicity, this algorithm has some issues. This report give a quick abstract of those findings.

Back-Error Propagation: A Critique – This detailed report works from floor fact as much as expose the basic issues with Back-propagation. For mathematically inclined readers solely.

Backpercolation – A non-proprietary report introducing a greater algorithm for coaching neural nets. This algorithm is on the market solely in Braincel, an add-in module for Microsoft’s Excel for Windows spreadsheet program. Braincel is on the market from Jurik Research.