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FW: Five Months Summary (MDSM 112098)
-----Original Message-----
From: MDSMResear@aol.com [SMTP:MDSMResear@aol.com]
Sent: Sunday, November 22, 1998 2:36 PM
To: MDSM@gpsr.colostate.edu
Cc: Subject: Five Months Summary (112098)
===========================
Dear friends,
A validation test for system temporal dynamic analysis has been conducted since
6-19-98. The multidimensional sphere model (MDSM) has been used to manage an
IRA account in a market with twenty mutual funds (20-dimensional space). As of
11-20-98, this account has increased from $7960.79 to $9,403.97 and the
increasing rate is 118.13% in a period of five months (108 working days or 108
time intervals).
At the same time, the Average Random Investment (ARI) has increased from
$8,000.00 to $8,195.95, and the increasing rate is 102.45%. Thus, MDSM is
leading $1,208.02, and the leading rate to ARI is 115.30%. These results show
that the MDSM works for system temporal dynamic analysis (it can predict the
changing trend of the 20 variable system).
For details on work sheet, trading records, 20*108 data, and weekly reports,
please visit web site of "MDSM in Action" at http://lamar.colostate.edu/~jbai
The reason for using mutual funds to conduct system temporal dynamic analysis
validation is obvious. Mutual fund data are accurate, public available, and
being accepted worldwide. Furthermore, since mutual fund date were updated
daily, the validation test can be completed, or repeated if necessary, in a
short time. Otherwise, it would be very difficult or expensive to find a valid
system monitoring ecological data for 108 years with 20 variables.
Any comments are welcome. Thank you for your attention.
Sincerely,
T. Jay BAI, Ph. D.
Quantitative Ecologist
MDSM Research
POB 272628
Ft. Collins, CO 80527-2628
Jbai@lamar.colostate.edu
http://lamar.colostate.edu/~jbai
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