Product / Product Information / Neural Nets
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Committees - Using Multiple Models
In many cases, using several combined models
in your neural strategy
is more efficient than using just one. The simplest approach
is to use a committee of several models. Each model can be responsible
for a certain aspect of the market. You can create one model
based on momentum indicators, another one based
on volatility indicators, and the third one
based on fundamental factors.
Then, you can enter long positions based on the momentum and fundamental model,
and short positions based on the volatility and fundamental
model. Alternatively, you can enter a position whereby two out
of the three models are targeted toward forecasting the same
value.
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