C++ Neural Networks and Fuzzy Logic: Preface

•  Previous price action in the S&P 500 index, including the close or final value of the index

•  Breadth indicators for the stock market, including the number of advancing issues and declining

issues for the stocks in the New York Stock Exchange (NYSE)

•  Other technical indicators, including the number of new highs and new lows achieved in the week

for the NYSE market. This gives some indication about the strength of an uptrend or downtrend.

•  Interest rates, including short−term interest rates in the Three−Month Treasury Bill Yield, and

long−term rates in the 30−Year Treasury Bond Yield.

Other possible inputs could have been government statistics like the Consumer Price Index, Housing starts,

and the Unemployment Rate. These were not chosen because long− and short−term interest rates tend to

encompass this data already.

You are encouraged to experiment with other inputs and ideas. All of the data mentioned can be obtained in

the public domain, such as from financial publications (Barron’s, Investor’s Business Daily, Wall Street

Journal) and from ftp sites on the Internet for the Department of Commerce and the Federal Reserve, as well

as from commercial vendors (see the Resource Guide at the end of the chapter). There are new sources

cropping up on the Internet all the time. A sampling of World Wide Web addresses for commercial and

noncommercial sources include:

•  FINWeb,

 http://riskweb.bus.utexas.edu/finweb.html

•  Chicago Mercantile Exchange,

 http://www.cme.com/cme

•  SEC Edgar Database,

 http://town.hall.org/edgar/edgar.html

•  CTSNET Business & Finance Center,

 http://www.cts.com/cts/biz/