Combining technical analysis and neural networks in the Australian stockmarket
Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd
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Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. gol. / A P del Pobil. 2006. t. 125-130.
Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd
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TY - GEN
T1 - Combining technical analysis and neural networks in the Australian stockmarket
AU - Vanstone, Bruce
AU - Finnie, Gavin
N1 - IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006 ; Conference date: 28-08-2006 Through 30-08-2006
PY - 2006
Y1 - 2006
N2 - 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.
AB - 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.
M3 - Conference contribution
SN - 0889866104
SP - 125
EP - 130
BT - Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006
A2 - del Pobil, A P
ER -