Stockmarket trading using fundamental variables and neural networks

Bruce J Vanstone; Gavin Finnie; Tobias Hahn

Stockmarket trading using fundamental variables and neural networks

Bruce J Vanstone
, Gavin Finnie
, Tobias Hahn

Bond University

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

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This paper uses a neural network methodology developed by Vanstone & Finnie[1] to develop a successful stockmarket trading system. The approach is based on these same 4 fundamental variables used within the Aby et al. fundamental trading strategies [2, 3], and demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the stockmarket.

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	41-47
Nifer y tudalennau	7
Cyfnodolyn	Australian Journal of Intelligent Information Processing Systems
Cyfrol	11
Rhif cyhoeddi	1
Statws	Cyhoeddwyd - 2010
Cyhoeddwyd yn allanol	Ie

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@article{f884f713a2414e0793907a097d78fad7,

title = "Stockmarket trading using fundamental variables and neural networks",

abstract = "This paper uses a neural network methodology developed by Vanstone \& Finnie[1] to develop a successful stockmarket trading system. The approach is based on these same 4 fundamental variables used within the Aby et al. fundamental trading strategies [2, 3], and demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the stockmarket.",

author = "Vanstone, \{Bruce J\} and Gavin Finnie and Tobias Hahn",

note = "{\textcopyright} Copyright Bruce Vanstone, Gavin Finnie \& Tobias Hahn, 2010",

year = "2010",

language = "English",

volume = "11",

pages = "41--47",

journal = "Australian Journal of Intelligent Information Processing Systems",

issn = "1321-2133",

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AU - Vanstone, Bruce J

AU - Finnie, Gavin

AU - Hahn, Tobias

PY - 2010

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AB - This paper uses a neural network methodology developed by Vanstone & Finnie[1] to develop a successful stockmarket trading system. The approach is based on these same 4 fundamental variables used within the Aby et al. fundamental trading strategies [2, 3], and demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the stockmarket.

M3 - Article

SN - 1321-2133

VL - 11

SP - 41

EP - 47

JO - Australian Journal of Intelligent Information Processing Systems

JF - Australian Journal of Intelligent Information Processing Systems

IS - 1

ER -

Stockmarket trading using fundamental variables and neural networks

Crynodeb

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