Stockmarket trading using fundamental variables and neural networks
Research output: Contribution to journal › Article › peer-review
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In: Australian Journal of Intelligent Information Processing Systems, Vol. 11, No. 1, 2010, p. 41-47.
Research output: Contribution to journal › Article › peer-review
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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 -