Combining technical analysis and neural networks in the Australian stockmarket
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Electronic versions
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.
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006 |
| Editors | A P del Pobil |
| Pages | 125-130 |
| Number of pages | 6 |
| Publication status | Published - 2006 |
| Externally published | Yes |