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a For similar reasons, large samples are critical to the training of successful neural network trading models. This is why training on whole portfolios provides better results than training on individual tradables, despite the loss of market specificity. One suggestion is to increase the number of markets in the portfolio and, thereby, achieve a larger in-sample training set. Carrying this to an extreme, perhaps a neural network should be trained on hundreds of commodities, stocks, and various other trading instruments, in an effort to develop a universal market forecaster. If there are any universal technical price patterns that exist in all markets and that have predictive validity, such an effort might actually be worthwhile. . Some markets trade poorly, even in-sample. Other markets tend to hold up out-of-sample. This has been found with other models in earlier chapters: Some markets are more amenable to trading using certain techniques than are other markets. Selecting a subset of markets to trade, based on continued out-of-sample performance, might be an approach to take when developing and trading neural network systems.

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Figure 6-4

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xtrapolating from models of biology and economics, mathematician/psychologist, John Holland, developed a genetic optimization algorithm and introduced it to the world in his book, Adaptation in Natural and Artificial Systems (1975). Genetic algorithms (or GAS) only became popular in computer science about 1.5 years later (Yuret and de la Maza, 1994). The trading community first took notice around 1993, when a few articles (Burke, 1993; Katz and McCormick, 1994; Oliver, 1994) and software products appeared. Since then, a few vendors have added a genetic training option to their neural network development shells and a few have industrial strength genetic optimization toolkits. In the trading community, GAS never really had the kind of heyday experienced by neural networks. The popularity of this technology probably never grew due to its nature. Genetic algorithms are a bit difficult for the average person to understand and more than a bit difficult to use properly. Regardless of their image, from our experience, GAS can be extremely beneficial for system developers. As with neural networks, while a brief discussion is included to provide basic understanding, it is not within the scope of this book to present a full tutorial on genetic algorithms. Readers interested in studying this subject further should read Davis (1991), as well as our contributions to the book Virflral Trading (Katz and McCormick, 1995a, 1995b) and our articles (Katz and McCormick, July/August 1994, December 1996, January 1997, February 1997).

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In the following guide we'll create a local report ( RDLC file) which features barcoding capabilities by using Bytescout Barcode SDK. Follow these steps:.

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The subsequent email campaign consisted of a series of targeted communications, beginning with an outbound email campaign to fans and prospects promoting the release of Lucinda Williams s album and a special offer for those who completed an online survey. Joint online promotions were conducted with the UMG sister company MP3 to expand the reach of the effort. In addition, UMG conducted guerrilla marketing efforts collaboratively with the company M80, which used the promotion to create excitement in the marketplace, increase sales and airplay of the CD, and ultimately drive traf c to the online promotion site. Data on every responder were stored in the database, and the responder was pro led to see if he or she matched the anticipated type of listener. Responders to the special offer got a follow-up thank-you email with another survey (see Figure 6-5) and further promotion of the Essence album, encouraging them to purchase the CD. Special direct links to Amazon.com s purchase page were developed so that visitors to the microsite who wanted to do so could make a

In this exercise, a population of three-rule entry models are evolved using OptEvolve, a C+ + genetic optimizer (Scientific Consultant Services, 516-696. 3333). Each gene corresponds to a block of four numbers and to a rule, via the one-to-one mapping of sets of numbers to sets of rules. Each chromosome contains three genes. A chromosome, as generated by the GA, therefore consists of 12 numbers: The first four numbers correspond to the first gene (or rule), the next four correspond to the second gene (or rule), and the last four correspond to the third gene (or rule). The GA itself has to be informed of the gene size so it does not break up intrinsic genes when performing crossover. Crossover should only occur at the boundaries of genes, i.e., four number blocks. In the current example,

Figure 6-5

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