Hi ,
Recurrent Neural nets might be useful for bear market detection. There is a long history for the S&P. Maybe put the S&P time series into a
recurrent neural net starting from 1925 and going to 2004. Mark the desired bear and bull beginnings since 1925 in it's output space upto 2004.
See if you can get it to guess the beginnings of bears in 2008, 2020, and 2022 correctly. This would be a useful indicator?
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[Jim] [McClean]
[Houston][Texas]
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