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Combining technical analysis and neural networks in the Australian stockmarket

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Standard Standard

Combining technical analysis and neural networks in the Australian stockmarket. / Vanstone, Bruce; Finnie, Gavin.
Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. ed. / A P del Pobil. 2006. p. 125-130.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

HarvardHarvard

Vanstone, B & Finnie, G 2006, Combining technical analysis and neural networks in the Australian stockmarket. in AP del Pobil (ed.), Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. pp. 125-130. <http://www.iasted.org/conferences/pastinfo-544.html>

APA

Vanstone, B., & Finnie, G. (2006). Combining technical analysis and neural networks in the Australian stockmarket. In A. P. del Pobil (Ed.), Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006 (pp. 125-130) http://www.iasted.org/conferences/pastinfo-544.html

CBE

Vanstone B, Finnie G. 2006. Combining technical analysis and neural networks in the Australian stockmarket. del Pobil AP, editor. In Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. pp. 125-130.

MLA

Vanstone, Bruce and Gavin Finnie "Combining technical analysis and neural networks in the Australian stockmarket". del Pobil, A P (ed.). Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. 2006, 125-130.

VancouverVancouver

Vanstone B, Finnie G. Combining technical analysis and neural networks in the Australian stockmarket. In del Pobil AP, editor, Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. 2006. p. 125-130

Author

Vanstone, Bruce ; Finnie, Gavin. / Combining technical analysis and neural networks in the Australian stockmarket. Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. editor / A P del Pobil. 2006. pp. 125-130

RIS

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 -