Combining technical analysis and neural networks in the Australian stockmarket

Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion CynhadleddCyfraniad i Gynhadledd

One of the greatest difficulties facing a stock trader or investment manager is the stock selection process. In this process, the investor is faced with a large number of competing investments, and a fixed amount of capital. The goal is to spread the available capital across a reduced subset of the competing investments, with the aim of increasing the return. Typically, the investor relies on one of two main frameworks to guide the selection process, namely Fundamental Analysis, and Technical Analysis. This paper focuses on Technical Analysis, and implements a neural network which supports the stock selection process.
Iaith wreiddiolSaesneg
TeitlProceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006
GolygyddionA P del Pobil
Tudalennau125-130
Nifer y tudalennau6
StatwsCyhoeddwyd - 2006
Cyhoeddwyd yn allanolIe
Gweld graff cysylltiadau