Evaluating financial recommendations

Testing whether a small neural network can score the quality of financial recommendations.

Status
Private research experiment
Year
2025
Role
Solo
Area
Markets

In plain English

AI finance agents can make recommendations, and someone has to judge which ones are good. This experiment explored training a model to score those recommendations, then checking the scores against past market data.

How it works

  1. Turn each recommendation into features (numbers that describe it).
  2. Scale the features so no single one dominates.
  3. Train an MLP (a small, basic neural network) in Keras to score recommendations.
  4. Backtest the scores (replay them against historical data) to see how they would have done.

What I did

I ran this solo as a private research experiment.

What I learned

Testing without peeking at the future is what gives a financial score any meaning.