Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Electronic versions
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.
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the IASTED International Conference on Computational Intelligence |
| Editors | M H Hamza |
| Place of Publication | Canada |
| Publisher | ACTA Press |
| Pages | 62-67 |
| Number of pages | 6 |
| Publication status | Published - 2005 |
| Externally published | Yes |