|
C++ Neural Networks and Fuzzy Logic
by Valluru B. Rao
M&T Books, IDG Books Worldwide, Inc.
ISBN: 1558515526 Pub Date: 06/01/95
|
Consultants
- Mark Jurik
- Jurik Research
- P.O. Box 2379, Aptos, CA 95001
- Hy Rao
- Via Software Inc, v: (609) 275-4786, fax: (609) 799-7863
- BEI Suite 480, 660 Plainsboro Rd., Plainsboro, NJ 08536
- ViaSW@aol.com
- Mendelsohn Enterprises Inc.
- 25941 Apple Blossom Lane
- Wesley Chapel, FL 33544
- Murray Ruggiero Jr.
- Ruggiero Associates,
- East Haven, CT
- The Schwartz Associates (800) 965-4561
- 801 West El Camino Real, Suite 150, Mountain View, CA 94040
Historical Financial Data Vendors
- CSI (800) CSI-4727
- 200 W. Palmetto Park Rd., Boca Raton, FL 33432
- Free Financial Network, New York (212) 838-6324
- Genesis Financial Data Services (800) 808-DATA
- 411 Woodmen, Colorado Springs, CO 80991
- Pinnacle Data Corp. (800) 724-4903
- 460 Trailwood Ct., Webster, NY 14580
- Stock Data Corp. (410) 280-5533
- 905 Bywater Rd., Annapolis, MD 21401
- Technical Tools Inc. (800) 231-8005
- 334 State St., Suite 201, Los Altos, CA 94022
- Tick Data Inc. (800) 822-8425
- 720 Kipling St., Suite 115, Lakewood, CO 80215
- Worden Bros., Inc. (800) 776-4940
- 4905 Pine Cone Dr., Suite 12, Durham, NC 27707
Preprocessing Tools for Neural Network Development
- NeuralApp Preprocessor for Windows
- Via Software Inc., v: (609) 275-4786 fax: (609) 799-7863
- BEI Suite 480, 660 Plainsboro Rd., Plainsboro, NJ 08536
- ViaSW@aol.com
- Stock Prophet
- Future Wave Software (310) 540-5373
- 1330 S. Gertruda Ave., Redondo Beach, CA 90277
- Wavesamp & Data Decorrelator & Reducer
- TSA (800) 965-4561
- 801 W. El Camino Real, #150, Mountain. View, CA 94040
Genetic Algorithms Tool Vendors
- C Darwin
- ITANIS International Inc.
- 1737 Holly Lane, Pittsburgh, PA 15216
- EOS
- Man Machine Interfaces Inc. (516) 249-4700
- 555 Broad Hollow Rd., Melville, NY 11747
- Evolver
- Axcelis, Inc. (206) 632-0885
- 4668 Eastern Ave. N., Seattle, WA 98103
Fuzzy Logic Tool Vendors
- CubiCalc
- HyperLogic Corp. (619) 746-2765
- 1855 East Valley Pkwy., Suite 210, Escondido, CA 92027
- TILSHELL
- Togai InfraLogic Inc.
- 5 Vanderbilt, Irvine, CA 92718
Neural Network Development Tool Vendors
- Braincel
- Promised Land Technologies (203) 562-7335
- 195 Church St., 8th Floor, New Haven, CT 06510
- BrainMaker
- California Scientific Software (916) 478-9040
- 10024 Newtown Rd., Nevada City, CA 95959
- ForecastAgent for Windows, ForecastAgent for Windows 95
- Via Software Inc., v: (609) 275-4786 fax: (609) 799-7863
- BEI Suite 480, 660 Plainsboro Rd., Plainsboro, NJ 08536
- ViaSW@aol.com
- InvestN 32
- RaceCom, Inc. (800) 638-8088
- 555 West Granada Blvd., Suite E-10, Ormond Beach, FL 32714
- NetCaster, DataCaster
- Maui Analysis & Synthesis Technologies (808) 875-2516
- 590 Lipoa Pkwy., Suite 226, Kihei, HI 96753
- NeuroForecaster
- NIBS Pte. Ltd. (65) 344-2357
- 62 Fowlie Rd., Republic of Singapore 1542
- NeuroShell
- Ward Systems Group (301)662-7950
- Executive Park West, 5 Hillscrest Dr., Frederick, MD 21702
- NeuralWorks Predict
- NeuralWare Inc. (412) 787-8222
- 202 Park West Dr., Pittsburgh, PA 15276
- N-Train
- Scientific Consultant Services (516) 696-3333
- 20 Stagecoach Rd., Selden, NY 11784
Summary
This chapter presented a neural network application in financial forecasting. As an example of the steps needed to develop a neural network forecasting model, the change in the Standard & Poor’s 500 stock index was predicted 10 weeks out based on weekly data for five indicators. Some examples of preprocessing of data for the network were shown as well as issues in training.
At the end of the training period, it was seen that memorization was taking place, since the error in the test data degraded, whereas the error in the training set improved. It is important to monitor the error in the test data (without weight changes) while you are training to ensure that generalization ability is maintained. The final network resulted in average RMS error of 6.9 % over the training set and 13.9% error over the test set.
This chapter’s example in forecasting highlights the ease of use and wide applicability of the backpropagation algorithm for large, complex problems and data sets. Several examples of research in financial forecasting were presented with a number of ideas and real-life methodologies presented.
Technical Analysis was briefly discussed with examples of studies that can be useful in preprocessing data for neural networks.
A Resource guide was presented for further information on financial applications of neural networks.