Dear all,


I just send out this post in order to share within r-sig-finance any
possible experience, advice, ... about NNs or SVMs with R.

Several good records have been published in the litterature using these
techniques for financial trading strategies.
There are also commercial packages (expensive !) which seem to have achieved
good results.

So I feel it could be nice to share within this group about the following
subjects :

- experience using the R packages
- data pre-processing before feeding the NNs (technical indicators,
wavelets, EMDs, ....)
- which type of NNs are suitable
- how to build and train them
- etc ...

Thanks to all for sharing within the R community

Best Regards,


Pierre

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