Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket
Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd
Fersiynau electronig
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.
| Iaith wreiddiol | Saesneg |
|---|---|
| Teitl | Proceedings of the IASTED International Conference on Computational Intelligence |
| Golygyddion | M H Hamza |
| Man cyhoeddi | Canada |
| Cyhoeddwr | ACTA Press |
| Tudalennau | 62-67 |
| Nifer y tudalennau | 6 |
| Statws | Cyhoeddwyd - 2005 |
| Cyhoeddwyd yn allanol | Ie |