The RATS Software Forum

Hi,

Can we do neural network stock market price predictions etc using RATS ?

This is a major upcoming area over the normal GARCH techniques

hi curiousresearcher,

yes, it is possible to predict timer series with neural networks in RATS and it is quite easy. There are two instructions NNLearn and NNTest, which are required to train the model and to produce the fitted values. An example is provided with neural.rpf program file. More information can be found in chapter 13.3 of the RATS user guide.

Best regards
PeterF