Keith Aumiller - Mon, 12/19/2016 - 20:51
Have the Neural net framework working...
Have the Genetic Algorithm Wrapper working...
Ran this over 5 generations only
50 stocks set as the available features
each generation only had 50 Neural nets in them too.
Random portfolio generation from the 50 and evaluated after the nets were trained.
Still very simple free data sets and a very small set of available stocks.