Satinover, J.B.; Sornette, D.
Using an artificial neural network (ANN), a fixed universe of ~1500 equities from the Value Line index are rank …&P 500, the Value Line universe itself, trading the universe of equities using the proprietary Value Line Ranking System (to … Value Line prediction methods and are not eroded by trading costs. The ANN shows significantly positive Jensen's alpha. All …
