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Creating short-term stockmarket trading strategies using artificial neural networks: A case study

  • Bond University

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Developing short-term stockmarket trading systems is a complex process, as there is a great deal of random noise present in the time series data of individual securities. The primary difficulty in training neural networks to identify return expectations is to find variables to help identify the signal present in the data. In this paper, the authors follow the previously published Vanstone and Finnie methodology. They develop a successful neural network, and demonstrate its effectiveness as the core element of a financially viable trading system.
Original languageEnglish
Title of host publicationWORLD CONGRESS ON ENGINEERING 2008, VOLS I-II
EditorsSI Ao, L Gelman, DWL Hukins, A Hunter, AM Korsunsky
PublisherINT ASSOC ENGINEERS-IAENG
Pages80-84
Number of pages5
ISBN (Print)978-988-98671-9-5
Publication statusPublished - 2008
Externally publishedYes

Publication series

NameLecture Notes in Engineering and Computer Science
PublisherINT ASSOC ENGINEERS-IAENG

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