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1.
ANNI - Artificial Neural Network Investing  (site info)
Commercial Securities Modeler that uses artificial neural networks and genetic algorithms for customizable prediction
http://NeuralInvesting.com
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2.
Software Packages for Graphical Models/Bayesian Networks  (site info)
Directory of software tools for modeling graphs and Bayesian networks. Some have learning capabilities.
http://www.ai.mit.edu/~murphyk/Software/bnsoft.htm...
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3.
Bayes++  (site info)
A library of C++ classes for Bayesian filtering. From the Australian Centre for Field Robotics. [C++, MIT license]
http://bayesclasses.sourceforge.net
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4.
HMM and other statistical programs  (site info)
On this page an imlementation of Hidden Markov Models and an application to part-of-speech tagging. Also available a multivariate hypothesis testing software for Gaussian Data and TRUEVIZ: A groundtruth/metadata Editing and Visualizing Toolkit for OCR.
http://www.cfar.umd.edu/~kanungo/software/software...
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5.
Bayes Net Toolbox for Matlab  (site info)
Supports several inference algorithms and learning algorithms. Allows simulation of static and dynamic networks, including HMMs, IOHMMs, and Kalman filters.
http://www.cs.berkeley.edu/~murphyk/Bayes/bnt.html
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