Discussion of article "Growing Neural Gas: Implementation in MQL5" - page 2

 

Hi,

Thank you for the great job, this is very exciting.

Can you download the Expert Advisor for this acticle? Can this be tested using Strategy Tester?

 
Interesting article!
But quite old - the compiler was changed and now the code gives errors and warnings!
 

Very Interesting,

I am looking forward to implement it and use it instead of a fixed neuronal network.   

 
sigma7i:
Interesting article!
But it is quite old - the compiler was changed and now the code generates errors and warnings!
The corrected version is published.
 

Hello

i ask if anyone of the community success to develop EA using GNG?

i ask if the result is good ?

thanks

 
Good job on the Portuguese version, but I think "Evolving Neural Gas" is a more usual translation of GNG (Growing Neural Gas).
 
Jamel:

Hello

i ask if anyone of the community success to develop EA using GNG?

i ask if the result is good ?

thanks

Well.. after what? five months o_O no one is willing, so maybe I can comment on that myself.

In the implementation you've seen in this article the NN is a self-adapting variant of a so called radial-based functions net. If you compare an EA based upon GNG algorithm to the same type of EA based on a non-adaptive type of clusterization neural network you most probably are going to obtain better results with GNG rather than without it. So, to answer your latter question, yes, the result is good in the sense I just explained.

Turning to the former one, I myself have developed EAs with a GNG inside, and it worked moderately well, yay. However, for everyday use I prefer other algorithms which as a rule are non-neural. I can back it up by reminding that ANN always presents a "black box" meaning that you do not really understand what is going on in there when it processes input data. That implies that ANN would be an algorithm of choice only in a situation when you'd have a completely unstructured set of data with absolutely unknown intrinsic dependencies which you would like for the ANN to somehow extract. Note: without any promise for an accurate result. In any other case, i.e. when you have some ideas about how the dependencies in your dataset may be organized, you'd wanna first try other, more deterministic "white box" ways of structuring it. Thousands of them.