108.

c++ neural networks and fuzzy logic C++ Neural Networks and Fuzzy Logic
by Valluru B. Rao
M&T Books, IDG Books Worldwide, Inc.
ISBN: 1558515526   Pub Date: 06/01/95
  

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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.


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Copyright © IDG Books Worldwide, Inc.



C++ Neural Networks and Fuzzy Logic
C++ Neural Networks and Fuzzy Logic
ISBN: 1558515526
EAN: 2147483647
Year: 1995
Pages: 139

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