Abstract
This note summarizes the remarks as discussant of Blake LeBaron’s paper An Evolutionary Bootstrap Strategy for Selecting Dynamic Trading Strategies at NNCM/CF97 in London. First, the main contributions of the paper are placed in a general modeling framework. Second, some ideas for further analysis are given. Third, possible relationships between minimal architectures and poor local minima are discussed.
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Reference
Weigend A. S. “On Overfitting and the Effective Number of Hidden Units.” In Proceedings of the 1993 Connectionist Models Summer School, Mozer M. C., P. Smolensky, D. S. Touretzky, J. L. Elman, and A. S. Weigend, eds., pp. 335–342. Hillsdale, NJ: Erlbaum. 1994
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© 1998 Springer Science+Business Media Dordrecht
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Weigend, A.S. (1998). Discussion of “An Evolutionary Bootstrap Method for Selecting Dynamic Trading Strategies”. In: Refenes, AP.N., Burgess, A.N., Moody, J.E. (eds) Decision Technologies for Computational Finance. Advances in Computational Management Science, vol 2. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-5625-1_12
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DOI: https://doi.org/10.1007/978-1-4615-5625-1_12
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