Combining technical analysis and neural networks in the Australian stockmarket

Bruce Vanstone; Gavin Finnie

Combining technical analysis and neural networks in the Australian stockmarket

Bruce Vanstone^*, Gavin Finnie

^*Corresponding author for this work

Bond Business School

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

5 Citations (Scopus)

215 Downloads (Pure)

Abstract

One of the greatest difficulties facing a stock trader or investment manager is the stock selection process. In this process, the investor is faced with a large number of competing investments, and a fixed amount of capital. The goal is to spread the available capital across a reduced subset of the competing investments, with the aim of increasing the return. Typically, the investor relies on one of two main frameworks to guide the selection process, namely Fundamental Analysis, and Technical Analysis. This paper focuses on Technical Analysis, and implements a neural network which supports the stock selection process.

Original language	English
Title of host publication	Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006
Editors	A P del Pobil
Pages	125-130
Number of pages	6
Publication status	Published - 2006
Event	IASTED International Conference on Artificial Intelligence and Soft Computing - Palma de Mallorca, Spain Duration: 28 Aug 2006 → 30 Aug 2006 Conference number: 10th http://www.iasted.org/conferences/pastinfo-544.html

Conference

Conference	IASTED International Conference on Artificial Intelligence and Soft Computing
Abbreviated title	ASC 2006
Country/Territory	Spain
City	Palma de Mallorca
Period	28/08/06 → 30/08/06
Internet address	http://www.iasted.org/conferences/pastinfo-544.html

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Combining technical analysis and neural networks in the Australian stockmarketAccepted author manuscript, 213 KBLicence: Unspecified

http://www.actapress.com/Abstract.aspx?paperId=28168

Cite this

@inproceedings{338a69b891f04ddbb949ff985d2271ea,

title = "Combining technical analysis and neural networks in the Australian stockmarket",

abstract = "One of the greatest difficulties facing a stock trader or investment manager is the stock selection process. In this process, the investor is faced with a large number of competing investments, and a fixed amount of capital. The goal is to spread the available capital across a reduced subset of the competing investments, with the aim of increasing the return. Typically, the investor relies on one of two main frameworks to guide the selection process, namely Fundamental Analysis, and Technical Analysis. This paper focuses on Technical Analysis, and implements a neural network which supports the stock selection process.",

author = "Bruce Vanstone and Gavin Finnie",

year = "2006",

language = "English",

isbn = "0889866104",

pages = "125--130",

editor = "{del Pobil}, {A P}",

booktitle = "Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006",

note = " IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006 ; Conference date: 28-08-2006 Through 30-08-2006",

url = "http://www.iasted.org/conferences/pastinfo-544.html",

}

Vanstone, B & Finnie, G 2006, Combining technical analysis and neural networks in the Australian stockmarket. in AP del Pobil (ed.), Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. pp. 125-130, IASTED International Conference on Artificial Intelligence and Soft Computing, Palma de Mallorca, Spain, 28/08/06. <http://www.actapress.com/Abstract.aspx?paperId=28168>

Combining technical analysis and neural networks in the Australian stockmarket. / Vanstone, Bruce; Finnie, Gavin.
Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. ed. / A P del Pobil. 2006. p. 125-130.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

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AU - Finnie, Gavin

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BT - Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006

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ER -

Combining technical analysis and neural networks in the Australian stockmarket

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