Re: fuzzy logic prediction of DJIA & S&P500

default (personal_9@hotmail.com)
Fri, 18 Dec 1998 20:53:16 +0100 (MET)

Hello Steve,

If I may ask you a question: Do you make point predictions or interval
predictions? i.e. do you predict one value per future time or you can also give
the confidence interval within which your forecast will probably be found?

Thanks in advance

steve & eugene wrote:

> We have a fuzzy logic / neural net based system which can predict the Dow
> Jones Industrial Average and other indices reliably &
> validly - it is done every day on www.moneyweb.co.za - look at the section
> which says expert opinion and then market forecasts.
>
> Prediction on individual counters is done more accurately. We also have a
> realtime lead lag indicator done in dataengine (www.mitgmbh.de).
>
> The only data used for the forecasts is the date and the closing price.
>
> I invite the doubters to do better and publish their forecasts on the above
> indices a week in advance.

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