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As of 2007:
Hardware:
> 10 processors:
4 AMD MP 2600, 4 AMD MP 2800, 1 dual core AMD 64 X2 3800+
> average processing speed ~ 2.1 GHz per cpu
> estimated total processing power: ~ 21 GHz
> RAM requirements:
~ 5 Mbytes per single A.I. process
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Software:
Specifications
listed are for a single analysis, that is, for a single run of the program
to analyze a single symbol, and
produce a prediction.
> time required
for a single analysis: ~ 12 hours
> each data point: closing price of the day for a given symbol
> time-series data length: ~ 3 years (~250 points per year, 750 points
total)
> neural net architecture: 3-layer, feed forward
> neural net population per run: 50 neural nets
> back propagation training loops: 300
> total evolution generations: 50
> type of noise used: Guassian distributed
> neuron transfer funtion: sigmoid
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