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  • BPNN Predictor HP: Neural network using Hodrick-Prescott filter as input

    От 22 септември 2011 This is a BPNN Predictor HP mod. This mod uses the values from the Hodrick-Prescott  filter nobs =1000; //Number of bars to process for filter evaluation  lambda=1600; //Higher lambda leads to the smoother data timeframe=0;//The applied ti...

    Tags: bpnn, neural net, Hodrick-Preskott filter

    2144 days ago

  • BPNN Predictor ST 3rd generation Smoothing

    Here I add the BPNN neural net using the Moving Averages of the 3rd generation. You need to download the 3rd generation MA, it is free and no registration is necessary. It is based on the work of M. G. Dürschner   Dürschner, M. G. (2011, 04). VTAD Forschungsarbeiten, A...

    Tags: bpnn, neural net

    2200 days ago