Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket

Bruce J Vanstone; Gavin Finnie; Clarence n W Tan

Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket

Bruce J Vanstone
, Gavin Finnie
, Clarence n W Tan

Bond University

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

This paper evaluates the use of an artificial neural network within a stockmarket trading strategy. The neural network was previously developed by the same authors, and has been trained using fundamental, company specific data. This study sites the neural network within a trading context, and demonstrates it is capable of producing economically significant results after accounting for costs.

Original language	English
Title of host publication	Proceedings of the IASTED International Conference on Computational Intelligence
Editors	M H Hamza
Place of Publication	Canada
Publisher	ACTA Press
Pages	62-67
Number of pages	6
Publication status	Published - 2005
Externally published	Yes

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title = "Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket",

abstract = "This paper evaluates the use of an artificial neural network within a stockmarket trading strategy. The neural network was previously developed by the same authors, and has been trained using fundamental, company specific data. This study sites the neural network within a trading context, and demonstrates it is capable of producing economically significant results after accounting for costs.",

author = "Vanstone, \{Bruce J\} and Gavin Finnie and Tan, \{Clarence n W\}",

note = "From: journals [[email protected]] Sent: Thursday, 9 November 2006 7:44 AM To: Yvonne Auld Subject: RE: IASTED Conference Proceedings - permission to archive 3 articles. Dear Yvonne Auld, Thank you for the email request. I am pleased to inform you that ACTA Press willingly grants permission for the use of the three articles specified below to be used, in their original form, in Bond University's Institutional Repository, e-publications@bond. ACTA Press is dedicated to furthering academic research around the world, and we gladly take this opportunity to assist you with your request. If you have any questions regarding the extension of this permission, or require a formal letter stating our permission, please feel free to contact me at any time. Best regards! Sincerely, Bryson Smith; IASTED International Conference on Computational Intelligence 2005 ; Conference date: 04-07-2005 Through 06-07-2005",

year = "2005",

language = "English",

pages = "62--67",

editor = "Hamza, \{M H\}",

booktitle = "Proceedings of the IASTED International Conference on Computational Intelligence",

publisher = "ACTA Press",

}

Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket. / Vanstone, Bruce J; Finnie, Gavin; Tan, Clarence n W.
Proceedings of the IASTED International Conference on Computational Intelligence. ed. / M H Hamza. Canada: ACTA Press, 2005. p. 62-67.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket

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AU - Finnie, Gavin

AU - Tan, Clarence n W

N1 - From: journals [[email protected]] Sent: Thursday, 9 November 2006 7:44 AM To: Yvonne Auld Subject: RE: IASTED Conference Proceedings - permission to archive 3 articles. Dear Yvonne Auld, Thank you for the email request. I am pleased to inform you that ACTA Press willingly grants permission for the use of the three articles specified below to be used, in their original form, in Bond University's Institutional Repository, e-publications@bond. ACTA Press is dedicated to furthering academic research around the world, and we gladly take this opportunity to assist you with your request. If you have any questions regarding the extension of this permission, or require a formal letter stating our permission, please feel free to contact me at any time. Best regards! Sincerely, Bryson Smith; IASTED International Conference on Computational Intelligence 2005 ; Conference date: 04-07-2005 Through 06-07-2005

PY - 2005

Y1 - 2005

N2 - This paper evaluates the use of an artificial neural network within a stockmarket trading strategy. The neural network was previously developed by the same authors, and has been trained using fundamental, company specific data. This study sites the neural network within a trading context, and demonstrates it is capable of producing economically significant results after accounting for costs.

AB - This paper evaluates the use of an artificial neural network within a stockmarket trading strategy. The neural network was previously developed by the same authors, and has been trained using fundamental, company specific data. This study sites the neural network within a trading context, and demonstrates it is capable of producing economically significant results after accounting for costs.

M3 - Conference contribution

SP - 62

EP - 67

BT - Proceedings of the IASTED International Conference on Computational Intelligence

A2 - Hamza, M H

PB - ACTA Press

CY - Canada

ER -

Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket

Abstract

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