WinSOM

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Technical
Description

Forthcoming Releases:

Fuzzy Logic:
sFLC3
DLL & API

Neural Net:
Release of NXL3
DLL & API

WinSOM (discontinued)

(Click here for a short introduction, links and documents on Self-Organizing Maps)

WinSOM is our implementation of Teuvo Kohonen Self-Organising Maps (SOM). Although a little slower than the original C code, this Borland C++ version is quite versatile, and very easy to use. There are very few Windows applications implementing this however popular algorithm, so we hope you'll enjoy it and help us improve its features.

Many existing implementations (like NeuroShell 2) only use 1D SOM. That simplified algorithm can be used as a classifier, but 2D SOM is certainly more powerful. It can still be used for classification purposes (and does a much better job at it than 1D SOM), but using 2D SOM allows for more accurate data mapping of the original data onto a 2D grid, hence reducing its dimensionality. For instance, if you use a training file composed of, say 10 technical indicators, their values can be placed anywhere in a 10-dim hyperspace. It is virtually impossible to visualize nor analyze their position in that high dimension space. WinSOM will clarify that picture by projecting the probability density function onto a 2D grid, and in doing so will cluster 10-dim vectors (each made of those 10 technical indicators). Those clusters are placed on the XY grid, and X and Y values are calculated. As a matter of fact, WinSOM can serve as a fuzzy classifier. In addition, clusters are inter-related. For instance, the cluster (2,2) in a 5x6 grid, is likely to be close to the cluster (1,2), (2,1), (2,3), and (3,2), and populated with indicator vectors which are similar to its cluster neighbors. As indicators often change continuously from one bar to the next, one is likely to see the bar indicators (10-dim vector in our case), possibly change from one cluster to one of its neighbors. We have therefore built a fuzzy pattern, which will be more easily picked in your trading strategy optimizer.

I may have lost you a little now, but don't panic: using WinSOM is easier than it looks, samples are provided, and a PowerPoint walk-through is also available on our download page. Theses samples will help you get WinSOM off the ground, and you'll soon be able to use it with your own data files.

For more information on SOM, please check our links page. There are hundreds of sites on the Internet about Kohonen SOM. We have posted two Adobe Acrobat PDF documents for your perusal: Neural Nets and Kohonen

Note:

WinSOM uses text data files (PAT extension by default). For compatibility with other operating systems, files must have been saved using ANSI coding. Microsoft NotePad in Windows does that.

Status

WinSOM is supplied on a "as is" basis. Please contact us for optional email support or product customization.

Download

To download WinSOM, please click here.

WinSOM Documents:

Click here to read the Getting Started document (<30KB RTF document readable from your browser)

Click here to download or view the Powerpoint Presentation (<600KB) It requires either Microsoft PowerPoint or at least the free PowerPoint Viewer.
The PowerPoint Viewer can be downloaded from the Microsoft site. Click here to access the MS PP Viewer download page, or search the MS Office Update page.

Patch

The current download V1.12 is up-to-date (March 2003). Source code available (Borland C++ Builder 5)

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