/home/bill/web/Bill Howells book [note, review]s/Wilson 1977 Cosmic trigger, Howells review.html:1: /home/bill/web/Bill Howells book [note, review]s/Wilson 1977 Cosmic trigger, Howells review.html:2: /home/bill/web/Bill Howells book [note, review]s/Wilson 1977 Cosmic trigger, Howells review.html:390: /home/bill/web/Bill Howells book [note, review]s/Wilson 1977 Cosmic trigger, Howells review.html:5: /home/bill/web/Bill Howells book [note, review]s/Wilson 1977 Cosmic trigger, Howells review.html:6: /home/bill/web/Bill Howells book [note, review]s/Wilson 1977 Cosmic trigger, Howells review.html:7: /home/bill/web/Bill Howells book [note, review]s/Wilson 1977 Cosmic trigger, Howells review.html:8: /home/bill/web/Bill Howells book [note, review]s/Wilson 1990 Quantum consciousness, Howells review.html:1: /home/bill/web/Bill Howells book [note, review]s/Wilson 1990 Quantum consciousness, Howells review.html:2: /home/bill/web/Bill Howells book [note, review]s/Wilson 1990 Quantum consciousness, Howells review.html:454: /home/bill/web/Bill Howells book [note, review]s/Wilson 1990 Quantum consciousness, Howells review.html:5: /home/bill/web/Bill Howells book [note, review]s/Wilson 1990 Quantum consciousness, Howells review.html:6: /home/bill/web/Bill Howells book [note, review]s/Wilson 1990 Quantum consciousness, Howells review.html:7: /home/bill/web/Bill Howells book [note, review]s/Wilson 1990 Quantum consciousness, Howells review.html:8: /home/bill/web/Bill Howells videos/160901 Big Data, Deep Learning, and Safety/0_Big Data, Deep Learning, and Safety.html:1: /home/bill/web/Bill Howells videos/160901 Big Data, Deep Learning, and Safety/0_Big Data, Deep Learning, and Safety.html:2: /home/bill/web/Bill Howells videos/160901 Big Data, Deep Learning, and Safety/0_Big Data, Deep Learning, and Safety.html:5: /home/bill/web/Bill Howells videos/160901 Big Data, Deep Learning, and Safety/0_Big Data, Deep Learning, and Safety.html:6: /home/bill/web/Bill Howells videos/170930 Past and Future Worlds - a STEM for kids/Past & future worlds.html:127:The QNial programming language was used to [direct, sequence, conduct, whatever] the video production, together with a LibreOffice Calc spreadsheet that acts as a great front-end for preparing code specific to the video sequencing. These can be found in the Programming code directory listing, and will be handy for anyone interested in the details of how I produced the video. I like to describe the QNial programming language of Queen's University, Kingston, Ontario, Canada as "... the beautiful child of a marriage between LISP and APL ...". It is not commonly used today, and even though it is an interpreted language, I always get frustrated with other languages that I also use, it's conceptual power always brings me back home to it. Bug hunting can be problematic if you don't build in bug taps and [structured, object oriented] capabiities, but for much of what I do I keep those chains to a minimum so I can use the full power of the language. /home/bill/web/Bill Howells videos/170930 Past and Future Worlds - a STEM for kids/Past & future worlds.html:143: /home/bill/web/Bill Howells videos/170930 Past and Future Worlds - a STEM for kids/Past & future worlds.html:1: /home/bill/web/Bill Howells videos/170930 Past and Future Worlds - a STEM for kids/Past & future worlds.html:22:
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  • /home/bill/web/Projects - mini/hydrogen/Howell - review of Holverstott 2016 Hydrino energy.pdf /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:1: /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:218: /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:2: /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:40: /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:5: /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:6: /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:7: /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:8: /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:96:
  • Slides : /home/bill/web/Projects - mini/hydrogen/Howell - hydrogen future Alberta.odp /home/bill/web/Bill Howells videos/220331 Hydrogen future Alberta/Howell - hydrogen future Alberta.html:98: /home/bill/web/Projects - mini/hydrogen/0_Howell - hydrogen future Alberta notes.txt /home/bill/web/Bill Howells videos/Birkeland rotation in galaxy - not dark matter/Birkeland rotation in galaxy - not dark matter.html:1: /home/bill/web/Bill Howells videos/Birkeland rotation in galaxy - not dark matter/Birkeland rotation in galaxy - not dark matter.html:2: /home/bill/web/Bill Howells videos/Birkeland rotation in galaxy - not dark matter/Birkeland rotation in galaxy - not dark matter.html:43: /home/bill/web/Bill Howells videos/Birkeland rotation in galaxy - not dark matter/Birkeland rotation in galaxy - not dark matter.html:5: /home/bill/web/Bill Howells videos/Birkeland rotation in galaxy - not dark matter/Birkeland rotation in galaxy - not dark matter.html:6: /home/bill/web/Bill Howells videos/Birkeland rotation in galaxy - not dark matter/Birkeland rotation in galaxy - not dark matter.html:7: /home/bill/web/Bill Howells videos/Birkeland rotation in galaxy - not dark matter/Birkeland rotation in galaxy - not dark matter.html:8: /home/bill/web/Bill Howells videos/Howell - videos.html:1: /home/bill/web/Bill Howells videos/Howell - videos.html:26:
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  • /home/bill/web/Bill Howells videos/Howell - videos.html:43: Toolsets can be browsed via: Past and Future Worlds directory. Perhaps these may be of interest, help] to others putting together a film from Linux-based free software.
    /home/bill/web/Bill Howells videos/Howell - videos.html:47:
  • /home/bill/web/Bill Howells videos/Howell - videos.html:50: In addition to the video of the presentation, "Howell 161220 Big Data, Deep Learning, Safety.ogv">, I have also posted the [software, scheduling/coding spredsheet, slides, etc] used to produce the video, but not any proprietary video segments (to reduce space). This may be of use to others who produce videos and would like to kow how I approached this. It won't be directly adapatable, as I have used a little-known language, Queen's University of Kingston "Nested Interactive Array Language (Q'Nial) to actually run the playing of [slides, references, images, videos, etc] of which it is composed. Although there is some documentation, it is very limited.
    /home/bill/web/Bill Howells videos/Howell - videos.html:52: Toolsets can be browsed via: Big Data, Deep Learning, and Safety directory. Perhaps these may be of interest, help] to others putting together a film from Linux-based free software.
    /home/bill/web/Bill Howells videos/Howell - videos.html:57:
  • /home/bill/web/Bill Howells videos/Howell - videos.html:5: /home/bill/web/Bill Howells videos/Howell - videos.html:63: Toolsets can be browsed via: Icebreaker unchained directory. Perhaps these may be of interest, help] to others putting together a film from Linux-based free software.
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    /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:489:This is susceptible to serious bias in selecting the [start, end] dates for each segment. See the spreadsheet 1_Fischer 1200-2020.ods.
    /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:494:The year ~1926 was taken as the [start, end] point for my 1872-2020 detrend StockMkt Indices 1871-2022 PuetzUWS2011 [start, end] point, so I use it here as well. (23Feb2023 - original text said 1940, perhaps it is still like that?)
    /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:504:This is easy with the spreadsheet - one column of regression results I use 10 year intervals per segment, but you only really need the [start, end] dates [-,+] 20 years. The extra 20 years extends the segments at both ends for visual clarity. For an example, see the spreadsheet 1_Fischer 1200-2020.ods, sheet "Fig 0.01 SLRsegments".
    /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:506:Save the "SLRsegments" to a data file that canused by GNUplot. Example : Fig 0.01 line segments for GNUplots.dat. Notice that olumn titles can use free-format text, except for the comma, which separates columns.
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  • Save data of 1_Fischer 1200-2020.ods to data file , example Fig 0.01 linear regression raw data.dat /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:514:
  • For each curve, Fischer linear regressions.ndf (23Feb2023 no longer exists?) - a special operator (proceedure) is created to select a segments's dataFile, handles [data, results] file [input, output], and calls fit_linearRegress.ndf /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:528:
  • text data file : Fig 0.01 Price of consumables in England 1201-1993.dat /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:529:
  • gnuplot script : Fig 0.01 Price of consumables in England 1201-1993.plt /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:530:
  • graph output : Fig 0.01 Price of consumables in England 1201-1993.png /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:546:
  • Fig 0.01 Price of consumables in England 1201-1993 detrended.plt - This covers the medieval to mdern era, and is used to colect curves for different data. The restricted t-frame provides a more accurate view of that period. /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:547:
  • 1850 BC to 2020 AD prices detrended.plt - Obviously this covers a variety of regions, time-frames. What I really need is data going 7,500 years (~3 cycles of 2,400 years (Halstatt cycle) corsponding to a 2006 project on the rise and fall of civilisations _Civilisations and the sun, and if I find [time to do it, data] this would be nice. /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:5: /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:670: /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:6: /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:7: /home/bill/web/economics, markets/Fischer, David 1996 The Great Wave/0_Fischer - The Great pricing Waves 1200-1990 AD.html:8: /home/bill/web/economics, markets/Freeman 27Oct2000 The Quality Adjustment Method, How Statistical Fakery Wipes Out Inflation.html:16: /home/bill/web/economics, markets/Freeman 27Oct2000 The Quality Adjustment Method, How Statistical Fakery Wipes Out Inflation.html:17: Executive Intelligence Review /home/bill/web/economics, markets/Freeman 27Oct2000 The Quality Adjustment Method, How Statistical Fakery Wipes Out Inflation.html:1: /home/bill/web/economics, markets/Freeman 27Oct2000 The Quality Adjustment Method, How Statistical Fakery Wipes Out Inflation.html:26: This article appears in the October 27, 2000 issue of Executive Intelligence Review. /home/bill/web/economics, markets/Freeman 27Oct2000 The Quality Adjustment Method, How Statistical Fakery Wipes Out Inflation.html:2: /home/bill/web/economics, markets/Freeman 27Oct2000 The Quality Adjustment Method, How Statistical Fakery Wipes Out Inflation.html:410: Subscribe to EIR /home/bill/web/economics, markets/Freeman 27Oct2000 The Quality Adjustment Method, How Statistical Fakery Wipes Out Inflation.html:425: /home/bill/web/economics, markets/Freeman 27Oct2000 The Quality Adjustment Method, How Statistical Fakery Wipes Out Inflation.html:5: /home/bill/web/economics, markets/Freeman 27Oct2000 The Quality Adjustment Method, How Statistical Fakery Wipes Out Inflation.html:6: /home/bill/web/economics, markets/[interest, exchange] rates/[interest, exchange] rate models.html:12:URL : /home/bill/web/economics, markets/[interest, exchange] rates/[interest, exchange] rate models.html --> /home/bill/web/economics, markets/[interest, exchange] rates/[interest, exchange] rate models.html:196: /home/bill/web/economics, markets/[interest, exchange] rates/[interest, exchange] rate models.html:1: /home/bill/web/economics, markets/[interest, exchange] rates/[interest, exchange] rate models.html:2: /home/bill/web/economics, markets/[interest, exchange] rates/[interest, exchange] rate models.html:34:
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    /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:133:While most results are provided in sections above, links to data [spreadsheets, text files] and software [???, source code] are listed below along with brief comments. A full listing of files (including other SP500 web-pages) can be seen via this Directory's listing. Hopefully this will help those who want to do something different, as the programs etc mayhelp with [learning, debugging].
    /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:137:
  • TradingView data text file and spreadsheet - I had to upgrade my TradingView subscription to Pro+ to download the data for years prior to 1928, as I couldn't find another source. Note that the S&P500 index started in 1926, so I assume that proxy [data, index memberships] were used for prior years. I used the spreadsheet to [gather, view, process] data, and copied the resulting tables to text files for use by gnuplot (see "Software" below). /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:138:
  • Yahoo finance data (23Feb2023 the text file has been lost, but the data is in the same spreadsheet as per the TradingView data). I was happy to have another "somewhat independent" data source, even if they are both from the same S&P or other source. This really helps as a check on my data treatment (see the section above "Comparison of [TradingView, Yahoo finance] data"). /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:144:
  • gnuplot I've used the unofficial extension .plt to designate gnuplot scripts for each of the graphs. You can see these files in the market data subdirectories (eg 200913 for 13Sep2020, 220802 for 02Aug2022). /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:145:
  • gimp (GNU image manipulation program) is what I used for the SP500 time-section transparencies. For more details, see the section above "Play with the [time, mind]-bending perspective yourself". /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:146:
  • gnuplot.sh is the tiny bash script used to select gnuplot scripts. My other bash scripts can be found here. /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:147:
  • QNial programming language - Quenn's University Nested Interactive Array Language (Q'Nial) is my top prefered programming language for modestly complex to insane programming challenges, along with at least 3 other people in the world. Bash scripts make a great companion to QNial. semi-log formula.ndf is the tiny "program" used to set up the semi-log line fits. More generally : here are many of my QNial programs. Subdirectories provide programs for various projects etc. /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:154: /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:1: /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:2: /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:35:
    /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:39:
    /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:43:
    /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:56:While you probably don't have the gimp (GNU image manipulation program) installed on your computer (yet), it is available for free (I think on MS Windows as well, not just Linux?). With gimp, you will be able to work with my .xcf format file SP500 time-section transparencies. If you are new to gimp, be prepared to lose a lot of hair and gain a lot of wrinkles - it's not the the easiest learning curve, but it is powerful (and cheap!).
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  • 7,500 years of history - This is the same challenge that I had with a [lunitic, scattered, naive] model of history by my father and I, where it was necessary to cut ?150? years out of a 7,500 year time series to "kind of make it fit". Steven Yaskall recognized us as the "two fools who rushed in" in his book "Grand Phases on the Sun". We were justifiably proud of that. /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:6: /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:7: /home/bill/web/economics, markets/market data/SLregress/200912 semi-log/1872-2020 SP500 index, ratio of opening price to semi-log detrended price.html:8: /home/bill/web/economics, markets/Nuclear for tar sands 23Sep05.html:169: /home/bill/web/economics, markets/Nuclear for tar sands 23Sep05.html:202: /home/bill/web/economics, markets/Nuclear for tar sands 23Sep05.html:226: /home/bill/web/economics, markets/Nuclear for tar sands 23Sep05.html:268: /home/bill/web/economics, markets/PE Schiller forward vs 10yr Tbills/S&P 500 Shiller-forward PE versus 10y Treasury bond rates.html:10: /home/bill/web/economics, markets/PE Schiller forward vs 10yr Tbills/S&P 500 Shiller-forward PE versus 10y Treasury bond rates.html:119:see Howell - SP500 PE Shiller ratios versus 10 year Treasury bond yields, with earnings growth & discount factors.ods
    /home/bill/web/economics, markets/PE Schiller forward vs 10yr Tbills/S&P 500 Shiller-forward PE versus 10y Treasury bond rates.html:174: /home/bill/web/economics, markets/PE Schiller forward vs 10yr Tbills/S&P 500 Shiller-forward PE versus 10y Treasury bond rates.html:1: /home/bill/web/economics, markets/PE Schiller forward vs 10yr Tbills/S&P 500 Shiller-forward PE versus 10y Treasury bond rates.html:2: /home/bill/web/economics, markets/PE Schiller forward vs 10yr Tbills/S&P 500 Shiller-forward PE versus 10y Treasury bond rates.html:45: /home/bill/web/economics, markets/PE Schiller forward vs 10yr Tbills/S&P 500 Shiller-forward PE versus 10y Treasury bond rates.html:7: /home/bill/web/economics, markets/PE Schiller forward vs 10yr Tbills/S&P 500 Shiller-forward PE versus 10y Treasury bond rates.html:8: /home/bill/web/economics, markets/PE Schiller forward vs 10yr Tbills/S&P 500 Shiller-forward PE versus 10y Treasury bond rates.html:9: /home/bill/web/Forms/0_form webPage.html:1: /home/bill/web/Forms/0_form webPage.html:21: /home/bill/web/Forms/0_form webPage.html:24: /home/bill/web/Forms/0_form webPage.html:26: /home/bill/web/Forms/0_form webPage.html:27:copyrights /home/bill/web/Forms/HTML example - Call for Sponsors.html:108: /home/bill/web/Forms/HTML example - Call for Sponsors.html:109: /home/bill/web/Forms/HTML example - Call for Sponsors.html:110: /home/bill/web/Forms/HTML example - Call for Sponsors.html:111: /home/bill/web/Forms/HTML example - Call for Sponsors.html:15:2019 International Joint Conference on Neural Networks (IJCNN), Budapest, Hungary /home/bill/web/Forms/HTML example - Call for Sponsors.html:20:IJCNN2019 Facebook /home/bill/web/Forms/HTML example - Call for Sponsors.html:21:IJCNN2019 Twitter /home/bill/web/Forms/HTML example - Call for Sponsors.html:37: /home/bill/web/Forms/HTML example - Call for Sponsors.html:39: /home/bill/web/Forms/HTML example - Call for Sponsors.html:41: /home/bill/web/Forms/HTML example - Call for Sponsors.html:43: /home/bill/web/Forms/HTML example - Call for Sponsors.html:45: /home/bill/web/Forms/HTML example - Call for Sponsors.html:70: /home/bill/web/Forms/HTML example - Call for Sponsors.html:72: /home/bill/web/Forms/HTML example - Call for Sponsors.html:74: /home/bill/web/Forms/HTML example - Call for Sponsors.html:9: /home/bill/web/Forms/HTML example - MPDI logo on skeleton web-page.html:10: /home/bill/web/home.html:1: /home/bill/web/home.html:20: /home/bill/web/home.html:22:directory /home/bill/web/home.html:23:status /home/bill/web/home.html:24:updates /home/bill/web/home.html:25:copyrights /home/bill/web/home.html:30: /home/bill/web/home.html:46:

    Icebreaker Unchained : we should have lost WWII

    /home/bill/web/home.html:47: /home/bill/web/home.html:50:I have not yet made a webPage for this project (so many years after it was shelved in Aug2015!), but [documentation, information, unfinished scripts] are provided in the Stalin supported Hitler (video production) directory and Icebreaker directory (which should be combined into one). Two very simple animations took sooooo loooong to produce. They total only ~ 1 minute for both "A year of stunning victories" map scan-zooms of the Poland, false war, lowlands, France and Dunkirk). Worse, the unfinished part 1 of 6 videos (!1 hour length) wasn't saved to a complete file, and the software to it needs massive updating. The vidoes are in ogv format (.ogg)- use the VLC media player to view (some other media programs also work).
    /home/bill/web/home.html:62: /home/bill/web/home.html:64: /home/bill/web/home.html:67:25May2021 Here are two example graphs of TSLA options that I have been working on. I am far from getting into options trading, I just want to learn more about the market. For more details (but no webPage yet), see QNial software coding for options data processing (also "winURL yahoo finance news download.ndf" in the same directory for yahoo finance news downloads), and several graphs of Tesla options.
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    1872-2020 SP500 index, ratio of opening price to semi-log detrended price

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    David Fischer - The Great pricing Waves 1200-1990 AD

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  • Genetic /home/bill/web/Neural nets/Computational neuro-genetic modelling.html:67:

  • Genetic /home/bill/web/Neural nets/Computational neuro-genetic modelling.html:6: /home/bill/web/Neural nets/Computational neuro-genetic modelling.html:77:

  • Junk /home/bill/web/Neural nets/Computational neuro-genetic modelling.html:7: /home/bill/web/Neural nets/Computational neuro-genetic modelling.html:8: /home/bill/web/Neural nets/Holidays - neural networks and genomics.html:1: /home/bill/web/Neural nets/Holidays - neural networks and genomics.html:2: /home/bill/web/Neural nets/Holidays - neural networks and genomics.html:335: /home/bill/web/Neural nets/Holidays - neural networks and genomics.html:5: /home/bill/web/Neural nets/Holidays - neural networks and genomics.html:6: /home/bill/web/Neural nets/Holidays - neural networks and genomics.html:7: /home/bill/web/Neural nets/Holidays - neural networks and genomics.html:8: /home/bill/web/Neural nets/Neural Networks.html:150: /home/bill/web/Neural nets/Neural Networks.html:1: /home/bill/web/Neural nets/Neural Networks.html:21: /home/bill/web/Neural nets/Neural Networks.html:29: /home/bill/web/Neural nets/Neural Networks.html:40: /home/bill/web/Neural nets/Neural Networks.html:41: Home /home/bill/web/Neural nets/Neural Networks.html:42: Neural Nets /home/bill/web/Neural nets/Neural Networks.html:43: Projects /home/bill/web/Neural nets/Neural Networks.html:44: Software programming & code /home/bill/web/Neural nets/Neural Networks.html:45: Professional & Resume /home/bill/web/Neural nets/Neural Networks.html:49: /home/bill/web/Neural nets/Neural Networks.html:50: Howell-produced videos /home/bill/web/Neural nets/Neural Networks.html:51: Blogs /home/bill/web/Neural nets/Neural Networks.html:52: Cool stuff /home/bill/web/Neural nets/Neural Networks.html:53: Crazy themes and stories /home/bill/web/Neural nets/Neural Networks.html:54: Hosted sub-sites /home/bill/web/Neural nets/Neural Networks.html:58: /home/bill/web/Neural nets/Neural Networks.html:69: /home/bill/web/Neural nets/Neural Networks.html:70: Neural Nets /home/bill/web/Neural nets/Neural Networks.html:71: MindCode /home/bill/web/Neural nets/Neural Networks.html:72: NN earlier work /home/bill/web/Neural nets/Neural Networks.html:73: Computational neuro-genetic models /home/bill/web/Neural nets/Neural Networks.html:74: Holidays : NNs & genomics /home/bill/web/Neural nets/Neural Networks.html:78: /home/bill/web/Neural nets/Neural Networks.html:79: Conference Guides /home/bill/web/Neural nets/Neural Networks.html:80: Authors' Guide /home/bill/web/Neural nets/Neural Networks.html:81: Publications Guide /home/bill/web/Neural nets/Neural Networks.html:82: Publicity Guide /home/bill/web/Neural nets/Neural Networks.html:83: Reviewers' Guide /home/bill/web/Neural nets/Neural Networks.html:87: /home/bill/web/Neural nets/Neural Networks.html:89:09Jun2021 webSite status - Of ~1,000+ "user usable" links on this webSite (not including links in [adobe pdf, word processing, spreadheet, etc] files), there are 60-100 problematic links including including links to ~30 external sites that have changed or disappeared. The vast majority of links are in the "Neural Network Conference Guides", in documentation pages(eg QNial manual), while perhaps 300+ are in the "normal" webPages.
    /home/bill/web/Neural nets/Pribram 1993 Rethinking neural networks, Quantum fields and biological data, TableOfContents.html:1: /home/bill/web/Neural nets/Pribram 1993 Rethinking neural networks, Quantum fields and biological data, TableOfContents.html:2: /home/bill/web/Neural nets/Pribram 1993 Rethinking neural networks, Quantum fields and biological data, TableOfContents.html:5: /home/bill/web/Neural nets/Pribram 1993 Rethinking neural networks, Quantum fields and biological data, TableOfContents.html:6: /home/bill/web/Neural nets/Pribram 1993 Rethinking neural networks, Quantum fields and biological data, TableOfContents.html:7: /home/bill/web/Neural nets/Pribram 1993 Rethinking neural networks, Quantum fields and biological data, TableOfContents.html:89: /home/bill/web/Neural nets/Pribram 1993 Rethinking neural networks, Quantum fields and biological data, TableOfContents.html:8: /home/bill/web/page blogs.html:1: /home/bill/web/page blogs.html:21:Menu:..... /home/bill/web/page blogs.html:23:webSite status..... /home/bill/web/page blogs.html:24:updates..... /home/bill/web/page blogs.html:25:copyrights..... /home/bill/web/page blogs.html:32:

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