Category Archives: Neural Nets

This is the category for anything related to neural net models or Rapid Miner (formerly named YALE).

Trying Out Python

Posted on January 15, 2010 by Tom

With the encouragement of @W0nk0, I've decided to start fooling around with the scripting language Python.  It appears to be an easy script language to learn and I hope to build various routines that will help me with my Automated … Continue reading →

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S&P500 Option Volatility Scorecard

Posted on July 27, 2009 by Tom

For the last two predictions the model made, I had one correct and one wrong. Continue reading →

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S&P500 Option Volatility Scorecard

Posted on July 20, 2009 by Tom

The results are in this morning and sure enough the prediction was correct! Continue reading →

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S&P500 Option Volatility Report

Posted on July 16, 2009 by Tom

For the week ending 7/17/09, a historical volatility (HV) predicted close for the S&P500 is 0.2736, UP from last week’s close of 0.2183. Continue reading →

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Actual vs Predicted Spreads NFL Football Neural Net Model

Posted on July 15, 2009 by Tom

As you can see, the model is pretty good at determining if the home or visiting team will win (a negative sign means the home team wins) but the predicted spreads are way off relative to actual spreads. Continue reading →

Posted in Gambling, Neural Nets, NFL, Sports | Tagged , , , | 6 Comments

Predicting Winners in Football

Posted on July 13, 2009 by Tom

Now that I understand various data relationships and can determine the winners relatively well, the next step, and perhaps the hardest now, is determining the ranking system. Continue reading →

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Thoughts on Ranking Football Teams

Posted on July 8, 2009 by Tom

Now the trick is to develop this ranking system without backfitting data. How do you do this? It’s not easy but the route to use in my mind is to use neural net clustering to first identify if any pieces of data seem to drive the point spread. Continue reading →

Posted in Gambling, Neural Nets, NFL, Sports | 8 Comments

Ranking NFL Teams with Neural Nets – 2

Posted on July 7, 2009 by Tom

I’ve come across some very interesting, albeit very initial, relationships in NFL data. The actual point spread between teams seem to have a strong relationship with the defense’s pass interception ability, the attempted rushing by the defense, and sack yards … Continue reading →

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Ranking NFL Teams with Neural Nets

Posted on July 7, 2009 by Tom

If you had to build a neural net model to help you rank NFL teams, what bits of data would you want to include in your input data? Pass Attempts vs Completed? Yards Rushed? Score Differential? Time of Possession? What? … Continue reading →

Posted in Gambling, Neural Nets, NFL, Sports | 4 Comments

Stocks to Watch

Posted on June 17, 2009 by Tom

The following is a list of stocks that my neural net classification model ranked as most interesting from 6/15 to 7/15. $TTM $CTRP $BIDU $SID $WBD $IBN $SSRX It seems that China and India is a theme here. I may … Continue reading →

Posted in 401K, Neural Nets, Stocks, Trends | Leave a comment

Stopped out of WIT

Posted on June 17, 2009 by Tom

So far my neural market classification system is 2 for 2 with real money…let’s see how long my “luck” lasts. Continue reading →

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Still Long Wipro Ltd.

Posted on June 9, 2009 by Tom

I’ve found that when you combine fundamental stock scans and a neural net classification model, you get good results.   WIT was one of those stocks that passed both my fundamental and neural net scans.  I promptly entered WIT on May … Continue reading →

Posted in Neural Nets, Stocks | 9 Comments