Stockmarket trading using fundamental variables and neural networks
Research output: Contribution to journal › Article › peer-review
This paper uses a neural network methodology developed by Vanstone & Finnie[1] to develop a successful stockmarket trading system. The approach is based on these same 4 fundamental variables used within the Aby et al. fundamental trading strategies [2, 3], and demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the stockmarket.
| Original language | English |
|---|---|
| Pages (from-to) | 41-47 |
| Number of pages | 7 |
| Journal | Australian Journal of Intelligent Information Processing Systems |
| Volume | 11 |
| Issue number | 1 |
| Publication status | Published - 2010 |
| Externally published | Yes |