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Old 05-19-06, 09:30 AM
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Re: Very profitable trading using Neural Networks

But is this data that was used to train the network or is it out-of-sample? Neurals tend to learn the rules of the training data well, but usually that performance deteriorates on out-of-sample. Of course some deteriorate only slightly, but i had examples with 95% accuracy on training and 35% on out-of-sample. Therefore i usually take into consideration only performance on data that the network hasn't seen before.
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