Re: fuzzy logic prediction of DJIA & S&P500

Robin B. Lake (rbl@hal.EPBI.CWRU.Edu)
Tue, 22 Dec 1998 00:34:14 +0100 (MET)

IT was suggested:
>
> 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.

Our system predicts just 75 to 90 minutes in advance. Sorry, but week-ahead
forecasts are in our realm yet. Results since June 1, 1998 at
http://apk.net/~lake

This is not a solicitation. I am not a professional trader but built
this system on the shoulder of a health care quality prediction system
of 1973 vintage, just to see if it would work on the markets (OEX, NDX, DJIA).
I trade real-money (not just paper trading) about 3 days/week.

We, also use just Open, High, Low, Close, Volume --- and most importantly,
we provide a measure of the risk of each trading position before it
is taken.

Cheers,
Rob Lake
rbl@po.cwru.edu

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