Are Your Inputs Correlated? by Clifford J. Sherry, Ph.D.
ARTICLE SYNOPSIS...Are Your Inputs Correlated? by Clifford J. Sherry, Ph.D.
If you use neural nets to model the behavior of equity markets in an effort to develop a trading strategy, it's likely that your model has multiple inputs. You may very well find that two or more
AUTHOR: Clifford J. Sherry, Ph.D.DATE: FEB 1995