We are often asked for technical details on our neural network, genetic algorithm, and indicator internals. It is beyond the scope of our technical support mission to know or provide these details. For this information, please consult the following references, which in most cases are the references we used to develop the software:
For GeneHunter:
Goldberg, D.E., “Genetic Algorithms in Search, Optimization, and Machine Learning”, Reading, Mass: Addison-Wesley, 1989.
For backprop in NeuroShell 2:
Rumelhart, D., and McClelland, J., “Parallel Distributed Processing”, Cambridge, Mass.: The MIT Press, 1986.
For PNN and GRNN in NeuroShell 2, Predictor, Trader and DayTrader Professional, Adaptive Net Indicators, and Classifier:
Chen, C.H., “Fuzzy Logic and Neural Network Handbook”, New York, N.Y.: McGraw-Hill, Inc., 1996, chapter 3. Note: this book is out of print, but it is still available in libraries and as a used book. Amazon.com had used copies available in 2002.
OR
Irwin, J. David, “Industrial Electronics Handbook”, CRC Press LLC, chapters 78 and 79.
For Kohonen in NeuroShell 2:
Simpson, P., “Artificial Neural Systems”, New York, N.Y.: Pergamon Press, 1990.
For GMDH in NeuroShell 2:
Farlow, S. J. (ed.), “Self-organizing Method in Modeling: GMDH Type Algorithms”, Statistics: Textbooks and Monographs, 54, 1984.
For TurboProp 2 in NeuroShell Trader, Predictor, Adaptive Turboprop2, and Classifier:
Turboprop 2 is a variant of the Cascade Correlation algorithm of Scott Fahlman:
Fahlman, S.E., and Lebiere, C., “The Cascade-Correlation Learning Architecture”, published in “Advances in Neural Information Processing Systems”, Vol 2 1990, pp 524-532, Morgan Kaufmann Publisher, San Mateo
For Candlestick Indicators:
Morris, Gregory L., “CandlePower”, Chicago, IL, Probus Publishing Company, 1992, ISBN 1-55738-458-4. Note that CandlePower may no longer be in print but has been replaced by the book below.
Morris, Gregory L., “Candlestick Charting Explained : Timeless Techniques for Trading Stocks and Futures”, (ISBN 1-55738-891-1).
For Wavelet Indicators:
Strang, Gilbert, and Nguyen, Truong, “Wavelets and Filter Banks”, Wellesley Cambridge Press, 1996.
For Hurst Indicators:
Peters, Edgar E., “Chaos and Order in the Capital Markets”, Second Edition, John Wiley & Sons, 1996.
Peters, Edgar E., “Fractal Market Analysis”, John Wiley & Sons, 1994.
For Fast Fourier indicators:
1. “Numerical Recipes in C – The art of Scientific Computing”, W.H.Press et al, Second Edition, Cambridge University Press, 1992. See chapter 13, pp. 537-608.
2. S.L. Marple, Jr., “Digital Spectral Analysis with applications”, Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1987.
For Principal Component Analysis (PCA) indicators:
I.T.Jolliffe. Principal Component Analysis. Second Edition. Springer Verlag, 2002.
For other indicators:
Colby, R. And Meyers T. “The Encyclopedia of Technical Market Indicators”, Homewood, IL, Business One Irwin., 1988. Note: this book may be out of print and hard to obtain. However, it may be available in libraries, or there may be a replacement available.