Stockmarket trading using fundamental variables and neural networks

Research output: Contribution to journalArticlepeer-review

Standard Standard

Stockmarket trading using fundamental variables and neural networks. / Vanstone, Bruce J; Finnie, Gavin; Hahn, Tobias.
In: Australian Journal of Intelligent Information Processing Systems, Vol. 11, No. 1, 2010, p. 41-47.

Research output: Contribution to journalArticlepeer-review

HarvardHarvard

Vanstone, BJ, Finnie, G & Hahn, T 2010, 'Stockmarket trading using fundamental variables and neural networks', Australian Journal of Intelligent Information Processing Systems, vol. 11, no. 1, pp. 41-47.

APA

Vanstone, B. J., Finnie, G., & Hahn, T. (2010). Stockmarket trading using fundamental variables and neural networks. Australian Journal of Intelligent Information Processing Systems, 11(1), 41-47.

CBE

Vanstone BJ, Finnie G, Hahn T. 2010. Stockmarket trading using fundamental variables and neural networks. Australian Journal of Intelligent Information Processing Systems. 11(1):41-47.

MLA

Vanstone, Bruce J, Gavin Finnie and Tobias Hahn. "Stockmarket trading using fundamental variables and neural networks". Australian Journal of Intelligent Information Processing Systems. 2010, 11(1). 41-47.

VancouverVancouver

Vanstone BJ, Finnie G, Hahn T. Stockmarket trading using fundamental variables and neural networks. Australian Journal of Intelligent Information Processing Systems. 2010;11(1):41-47.

Author

Vanstone, Bruce J ; Finnie, Gavin ; Hahn, Tobias. / Stockmarket trading using fundamental variables and neural networks. In: Australian Journal of Intelligent Information Processing Systems. 2010 ; Vol. 11, No. 1. pp. 41-47.

RIS

TY - JOUR

T1 - Stockmarket trading using fundamental variables and neural networks

AU - Vanstone, Bruce J

AU - Finnie, Gavin

AU - Hahn, Tobias

N1 - © Copyright Bruce Vanstone, Gavin Finnie & Tobias Hahn, 2010

PY - 2010

Y1 - 2010

N2 - 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.

AB - 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.

M3 - Article

VL - 11

SP - 41

EP - 47

JO - Australian Journal of Intelligent Information Processing Systems

JF - Australian Journal of Intelligent Information Processing Systems

SN - 1321-2133

IS - 1

ER -