C++ Neural Networks and Fuzzy Logic C++ Neural Networks and Fuzzy Logic
by Valluru B. Rao
M&T Books, IDG Books Worldwide, Inc.
ISBN: 1558515526   Pub Date: 06/01/95  

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Here’s what we get (Table 14.2) after doing the block averages. Example : BA3MoBills for 1/18/80 = (3MoBills(1/4/80) + 3MoBills(1/11/80) + 3MoBills(1/18/80) + 3MoBills(1/25/80) + 3MoBills(2/1/80))/5.

Table 14.2 Data after Doing Block Averages
Date 3MoBills LngBonds NYSE-
1/4/80 12.11 9.64 4.209459
1/11/80 11.94 9.73 1.649573
1/18/80 11.9 9.8 0.881335
1/25/80 12.19 9.93 0.793269
2/1/80 12.04 10.2 1.16293
2/8/80 12.09 10.48 1.338415
2/15/80 12.31 10.96 0.338053
2/22/80 13.16 11.25 0.32381
2/29/80 13.7 12.14 1.676895
3/7/80 15.14 12.1 0.282591
3/14/80 15.38 12.01 0.690286
3/21/80 15.05 11.73 0.486267
3/28/80 16.53 11.67 5.247191
4/3/80 15.04 12.06 0.983562
4/11/80 14.42 11.81 1.565854
4/18/80 13.82 11.23 1.113287
4/25/80 12.73 10.59 0.849807
5/2/80 10.79 10.42 1.147465
5/9/80 9.73 10.15 0.513052
5/16/80 8.6 9.7 1.342444
5/23/80 8.95 9.87 3.110825
NYSE-Adv/Dec SP-Close NewH/NewL BA3MoB BALngBnd
2.764706 106.52
21.28571 109.92
4.210526 111.07 12.036 9.86
3.606061 113.61 12.032 10.028
2.088235 115.12 12.106 10.274
2.936508 117.95 12.358 10.564
0.134615 115.41 12.66 11.006
0.109091 115.04 13.28 11.386
0.179245 113.66 13.938 11.692
0 106.9 14.486 11.846
0.011628 105.43 15.16 11.93
0.027933 102.31 15.428 11.914
0.011628 100.68 15.284 11.856
0.117647 102.15 14.972 11.7
0.310345 103.79 14.508 11.472
0.146341 100.55 13.36 11.222
0.473684 105.16 12.298 10.84
1.857143 105.58 11.134 10.418
0.473684 104.72 10.16 10.146
6.75 107.35 7.614 8.028
26 110.62 5.456 5.944
BAA/D BAH/L BAClose
 
 
1.739313 6.791048 111.248
1.165104 6.825408 113.534
0.9028 2.595189 114.632
0.791295 1.774902 115.426
0.968021 1.089539 115.436
0.791953 0.671892 113.792
0.662327 0.086916 111.288
0.69197 0.065579 108.668
1.676646 0.046087 105.796
1.537979 0.033767 103.494
1.794632 0.095836 102.872
1.879232 0.122779 101.896
1.95194 0.211929 102.466
1.131995 0.581032 103.446
1.037893 0.652239 103.96
0.993211 1.94017 104.672
1.392719 7.110902 106.686
1.222757 7.016165 85.654
0.993264 6.644737 64.538


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