Archive for April, 2010

But don’t be too euphoric. The results are quite mediocre. See previous posts for further details. The NN (Neural Network) has 2 inputs: – previous week VIX %change – previous week RUT closePrice %change The predicted output is the – next week RUT closePrice %change We have 618 samples, 618 weeks. (about 11 years) We […]


In this post, we don’t train the NN. Not yet. It takes time to get there. Yes, the good work requires a lot of time. (It recollects the famous adage that says The good work requires a lot of time; but bad work requires even more. 🙂 ) So, instead of training the NN, we […]