C++ Neural Networks and Fuzzy Logic: Preface

Choosing the Right Inputs

The inputs to the network need to be weekly changes of indicators that have some relevance to the S&P 500

index. This is a complex forecasting problem, and we can only guess at some of the relationships. This is one

of the inherent strengths of using neural nets for forecasting; if a relationship is weak, the network will learn

to ignore it automatically. Be cognizant that you do want to minimize the DOF as mentioned before though.

In this example, we choose a data set that represents the state of the financial markets and the economy. The

inputs chosen are listed as: