Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Proceedings of the IASTED International Conference on Computational Intelligence. ed. / M H Hamza. Canada: ACTA Press, 2005. p. 62-67.
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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TY - GEN
T1 - Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket
AU - Vanstone, Bruce J
AU - Finnie, Gavin
AU - Tan, Clarence n W
N1 - From: journals [journals@actapress.com] Sent: Thursday, 9 November 2006 7:44 AM To: Yvonne Auld Subject: RE: IASTED Conference Proceedings - permission to archive 3 articles. Dear Yvonne Auld, Thank you for the email request. I am pleased to inform you that ACTA Press willingly grants permission for the use of the three articles specified below to be used, in their original form, in Bond University's Institutional Repository, e-publications@bond. ACTA Press is dedicated to furthering academic research around the world, and we gladly take this opportunity to assist you with your request. If you have any questions regarding the extension of this permission, or require a formal letter stating our permission, please feel free to contact me at any time. Best regards! Sincerely, Bryson Smith; IASTED International Conference on Computational Intelligence 2005 ; Conference date: 04-07-2005 Through 06-07-2005
PY - 2005
Y1 - 2005
N2 - 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.
AB - 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.
M3 - Conference contribution
SP - 62
EP - 67
BT - Proceedings of the IASTED International Conference on Computational Intelligence
A2 - Hamza, M H
PB - ACTA Press
CY - Canada
ER -