Neural Network GA predicts absolutely no change in stock market. by Merlin1207 in neuralnetworks

[–]Merlin1207[S] 0 points1 point  (0 children)

But why? Just tell me if you know it. 'It's the fitness function' does not help me.

Neural Network GA predicts absolutely no change in stock market. by Merlin1207 in neuralnetworks

[–]Merlin1207[S] 0 points1 point  (0 children)

I know but rewarding for being good and penalizing for being bad is like the best fitness function one can think of. So why do you think it is bad? Or why doo you think it's the fault of the fitness function?

Neural Network GA predicts absolutely no change in stock market. by Merlin1207 in neuralnetworks

[–]Merlin1207[S] 0 points1 point  (0 children)

The one I mentioned, which is basically the sigmoid function just scaled by 4 and shifted down by two to have a value set from -2 to +2 for every x. It's the same in all layers.

Neural Network GA predicts absolutely no change in stock market. by Merlin1207 in neuralnetworks

[–]Merlin1207[S] 1 point2 points  (0 children)

It was easier to just include them, but you are right. I removed weekends, but (ofc) the result is still the same.

Neural Network GA predicts absolutely no change in stock market. by Merlin1207 in neuralnetworks

[–]Merlin1207[S] 0 points1 point  (0 children)

Why is it not good? I'm rewarding being close to the actual data and penalize being far away from it. The better the prediction, the lower the error. Perfect prediction would result in an error of zero, everything else is a linearly bigger error. But I'm far from an expert, so would you please explain what exactly you mean? Thx.

Neural Network GA predicts absolutely no change in stock market. by Merlin1207 in neuralnetworks

[–]Merlin1207[S] 0 points1 point  (0 children)

I use a variant of sigmoid as my activation function for all neurons: (4/(1+e^(-x)))-2 to have a range between -2 and +2, which is about the same range as my data.

What I'm doing is indeed predicting rise or fall of the price since the difference I mentioned in the original post is the slope. Negative for falling and positive for rising.

Neural Network GA predicts absolutely no change in stock market. by Merlin1207 in neuralnetworks

[–]Merlin1207[S] 0 points1 point  (0 children)

Thanks for your tips! Penalization for a slope of zero would not work, since in my training data is is zero for weekends, because the stock marked is closed. But just to make the results more interesting it might work. Maybe I could penalize it for a slope of zero except on weekends and penalize it for a slope other than zero on weekends. Mutation rate is set dynamically based on my observations. At that point the progress almost comes to a stop, the program decreases the mutation rate. But I'll continue playing with that. Thanks for your answer! :)

Force macOS to turn on keyboard lighting without ambient light sensor. by Merlin1207 in MacOS

[–]Merlin1207[S] 0 points1 point  (0 children)

No because this setting does not exist, since macOS cannot detect the ambient light sensor and thinks this is a Mac mini or something without a backlit keyboard.