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Risk management in the Australian stock market using Artificial Neural Networks

Research output: Contribution to journal › Article › peer-review

Standard Standard

Risk management in the Australian stock market using Artificial Neural Networks. / Krollner, Bjoern; Vanstone, Bruce J; Finnie, Gavin.
In: Australian Journal of Intelligent Information Processing Systems, Vol. 13, No. 2, 2012, p. 1-12.

Research output: Contribution to journal › Article › peer-review

HarvardHarvard

Krollner, B, Vanstone, BJ & Finnie, G 2012, 'Risk management in the Australian stock market using Artificial Neural Networks', Australian Journal of Intelligent Information Processing Systems, vol. 13, no. 2, pp. 1-12.

APA

Krollner, B., Vanstone, B. J., & Finnie, G. (2012). Risk management in the Australian stock market using Artificial Neural Networks. Australian Journal of Intelligent Information Processing Systems, 13(2), 1-12.

CBE

Krollner B, Vanstone BJ, Finnie G. 2012. Risk management in the Australian stock market using Artificial Neural Networks. Australian Journal of Intelligent Information Processing Systems. 13(2):1-12.

MLA

Krollner, Bjoern, Bruce J Vanstone and Gavin Finnie. "Risk management in the Australian stock market using Artificial Neural Networks". Australian Journal of Intelligent Information Processing Systems. 2012, 13(2). 1-12.

VancouverVancouver

Krollner B, Vanstone BJ, Finnie G. Risk management in the Australian stock market using Artificial Neural Networks. Australian Journal of Intelligent Information Processing Systems. 2012;13(2):1-12.

Author

Krollner, Bjoern ; Vanstone, Bruce J ; Finnie, Gavin. / Risk management in the Australian stock market using Artificial Neural Networks. In: Australian Journal of Intelligent Information Processing Systems. 2012 ; Vol. 13, No. 2. pp. 1-12.

RIS

TY - JOUR

T1 - Risk management in the Australian stock market using Artificial Neural Networks

AU - Krollner, Bjoern

AU - Vanstone, Bruce J

AU - Finnie, Gavin

PY - 2012

Y1 - 2012

N2 - Stock market prediction with machine learning techniques is a popular field of research due to the potential profit making opportunities. A less frequently analysed area in financial data mining is the application of Artificial Neural Networks (ANNs) in the domain of risk management. This paper aims to contribute to the literature by examining advances in stock market prediction and use them to create hedging strategies to protect stock portfolios against downturns in the stock market. The simulation results indicate that Artificial Neural Networks provide a flexible and effective decision support tool for risk managers in the Australian stock market.

AB - Stock market prediction with machine learning techniques is a popular field of research due to the potential profit making opportunities. A less frequently analysed area in financial data mining is the application of Artificial Neural Networks (ANNs) in the domain of risk management. This paper aims to contribute to the literature by examining advances in stock market prediction and use them to create hedging strategies to protect stock portfolios against downturns in the stock market. The simulation results indicate that Artificial Neural Networks provide a flexible and effective decision support tool for risk managers in the Australian stock market.

M3 - Article

VL - 13

SP - 1

EP - 12

JO - Australian Journal of Intelligent Information Processing Systems

JF - Australian Journal of Intelligent Information Processing Systems

SN - 1321-2133

IS - 2

ER -