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Applying fundamental analysis and neural networks in the Australian Stockmarket

Research output: Contribution to conference › Paper

Standard Standard

Applying fundamental analysis and neural networks in the Australian Stockmarket. / Vanstone, Bruce J; Finnie, Gavin; Tan, Clarence.
2004. 206-211.

Research output: Contribution to conference › Paper

HarvardHarvard

Vanstone, BJ, Finnie, G & Tan, C 2004, 'Applying fundamental analysis and neural networks in the Australian Stockmarket', pp. 206-211.

APA

Vanstone, B. J., Finnie, G., & Tan, C. (2004). Applying fundamental analysis and neural networks in the Australian Stockmarket. 206-211.

CBE

Vanstone BJ, Finnie G, Tan C. 2004. Applying fundamental analysis and neural networks in the Australian Stockmarket.

MLA

Vanstone, Bruce J, Gavin Finnie and Clarence Tan Applying fundamental analysis and neural networks in the Australian Stockmarket. Paper, 2004.

VancouverVancouver

Vanstone BJ, Finnie G, Tan C. Applying fundamental analysis and neural networks in the Australian Stockmarket. 2004.

Author

Vanstone, Bruce J ; Finnie, Gavin ; Tan, Clarence. / Applying fundamental analysis and neural networks in the Australian Stockmarket.

RIS

TY - CONF

T1 - Applying fundamental analysis and neural networks in the Australian Stockmarket

AU - Vanstone, Bruce J

AU - Finnie, Gavin

AU - Tan, Clarence

N1 - From: Michael Negnevitsky [Michael.Negnevitsky@utas.edu.au] Sent: Wednesday, 11 April 2007 11:22 AM To: Bruce Ibsen Subject: Re: Permission to archive conference paper Dear Bruce, I am glad to grant you our permission to deposit an electronic version of a conference paper “Applying Fundamental Analysis and Neural Networks in the Australian Stockmarket” AISAT 2004 – International Conference on Artificial Intelligence in Science and Technology, University of Tasmania, 2004.” into Bond University’s Institutional Repository e-publications@bond for educational and research purposes. Regards, Michael Negnevitsky Chair, AISAT 2004; International Conference on Artificial Intelligence in Science and Technology, AISAT ; Conference date: 21-11-2004 Through 24-11-2004

PY - 2004

Y1 - 2004

N2 - This paper demonstrates how neural networks may be successfully applied to the problem of security selection in the Australian Stockmarket. In practice, it is unrealistic for a trader to apply capital to all securities available in the market, and a selection technique must be employed to reduce the number of securities competing for capital. Selection techniques are generally based on either fundamental analysis procedures, or technical analysis procedures. This paper focuses on fundamental procedures, and implements a neural network which enhances the effectiveness of these procedures.

AB - This paper demonstrates how neural networks may be successfully applied to the problem of security selection in the Australian Stockmarket. In practice, it is unrealistic for a trader to apply capital to all securities available in the market, and a selection technique must be employed to reduce the number of securities competing for capital. Selection techniques are generally based on either fundamental analysis procedures, or technical analysis procedures. This paper focuses on fundamental procedures, and implements a neural network which enhances the effectiveness of these procedures.

M3 - Paper

SP - 206

EP - 211

ER -